I've never played against multiple engines in a tournament, but I think you can do that with the Chessmaster personalities.
For free programs, I think Arena will also let you do that. But you'd have to find and install a number of engines that can play down to your level.
Anyone here knows a software with different engines where I can play against them in a tournament? I want to improve in tournament play and playing against different styles. If it's free then it's better.