Offhand, I don't know of any.
Maybe a kludge solution would be to just start four instances of the program's executable? (For example, just start up four Arena.exe executables.) You'd have to reduce the size of the screen so four will fit on your monitor, and you'd have to adjust the engines' hash file so you don't use up all of your PC's RAM.
Is there program for simultaneous chess?
I want to display 4 multiple chessboards on a monitor, I will try simulataneous. (set each opponent are weak engine.)