Separately or together?
For the lessons where you're introducing a new concept, skill or item (e.g. a harness) to your kitties, we recommend training them separately so that they can tune in fully to you and your cues without any distractions.
To separate your cats, complete each session in a closed room and keep them super short and sweet (around 5 mins) so that they don't have to be away from each other for too long!
Give the cats who aren't currently being trained an activity feeder or puzzle toy, so that they're having fun too and they also know that the closed doors equal the arrival of fun foraging games, not boredom! You can then rotate which cat you bring with you into the closed room for training, with the 'activity feeder' station acting like your waiting room!
Once all your kitties have been introduced to a new concept, you may find that for more practice-style sessions you can train them all together (e.g. performing recall over longer distances, or being encouraged to explore movement in the harness once it is on). For some lessons, distraction such as play will be beneficial (such as the harness movement sessions in the How To Harness Train Your Cat course) and completing these lessons together will work really nicely.
Adapting your secondary reinforcer
If you are completing a course that requires a secondary reinforcer (a word or clicker to mark the desired action), you may wonder whether you should use the same reinforcer for every cat, or change them to ensure they are unique to each of your kitties.
For training multiple cats simultaneously we recommend a verbal cue rather than a clicker, as you'll be able to integrate their name to make each one unique for them - e.g. "Good, *cat's name*".