If you need to stay within SQL Server alone, then the easiest way is probably to use the SQL Agent Job system.

Write a stored procedure that will call your query(s)/proc(s) in a loop, possibly with a Delay, if you want that.

Then write two or more Agent Jobs that call your stored procedure. Now start your Jobs and use the Job Monitor and the Activity Monitor (or sp_Who(2) or Profiler) to confirm that all (N) of your jobs are running.

Now you can do your tests/observations. when you are done just stop the Jobs or their Processes.

This can also be done with Service Broker (bit more trouble to set up, but easy to change the number of running copies) and of course from your client as well (either multiple Query windows or your own VB/C# client).