Hi Minh,
In general, TestComplete tests emulate end-user actions against the tested application. As it is not possible for the end-user to do something simultaneously in more than one application, likewise this is not possible with TestComplete tests.
However, if you are interested in concurrent testing, you may read just issued "A Step-by-Step Guide to Distributed Testing in TestComplete" e-book available at
http://www2.smartbear.com/rs/smartbear/images/SmartBear-Distributed-Testing-in-TestComplete-ebook.pdf and go through TestComplete's help.
