> So I can open for example 3 separate winHTTrack project 
> windows and start all of them together without any 
> problems?
Yes.

> If so, is there anything i should becareful of 
> or any setting you recommend(eg; bandwidth)?
If you are mirroring the same websites, yes, beware of the 
bandwidth usage! Same goes if you are mirroring different 
websites located in the same server(s).

But for totally different sites, mirroring multiple 
sessions in parallel will not harm. (except your own 
bandwidth)