At the moment, you have to set up single files for each URL. If you open more than one file (URL) you can click on the button "Check All". It's the last big button in the first line of buttons. [new] [open] [save] [close] | [check all]
Yes, it would be great if I could compare my site results and 5-6 competitors at once, and then create a graph to see who has better trends. Is it possible with Rank Tracker?
Not for the moment, but as you can read here, the team announced to impliment it in one of the next features. It would be a VERY useful upgrade, I think!