Transact-SQL does not have a simple method to launch multiple parallel running scripts. The pmaster is a database project that enables you to launch multiple SQL scripts to run in parallel. Just after running a single setup script, you can program your SQL script like the following demo:
use AdventureWorks;
declare @rc int;
-- init before launch sqls
exec @rc = sp_exec_init;
if @rc=0 begin
-- The following sqls will run in parallel
exec sp_exec 'select @@servername waitfor delay ''00:00:10''';
exec sp_exec 'use AdventureWorks
select * from Person.Address
select @@servername waitfor delay ''00:00:10''';
exec sp_exec 'select @@servername waitfor delay ''00:00:10''';
exec sp_exec 'select @@servername waitfor delay ''00:00:10''';
-- Wait until all 'done'.
exec sp_exec_wait;
-- The following sqls will run in parallel
exec sp_exec 'select @@servername waitfor delay ''00:00:10''';
exec sp_exec 'select @@servername waitfor delay ''00:00:10''';
-- Wait until all 'done'.
exec sp_exec_wait;
end
-- end of the session
exec sp_exec_end;
Note: I find the web page's default encoding (Unicode) might change some white space characters in the script, so can cause the script fail to run.
Workaround: First change the page encoding to be "Western European (Windows)", secondly copy and paste the code to a SSMS window, then change the strange character (it's   on my screen) to white space.
