To record two or more instruments at the same time, arm one track first, then hold down the Shift key while selecting the record arm button on the other tracks.
In MPC Desktop, you can do this from either the Channel Mixer (CTRL + 6 or CMD + 6), or from the Track View (CTRL + 2 or CMD + 2).
In MPC Standalone, click the Main button, then tap the icon below from the left side of your screen.
A demonstration from within MPC Desktop's Channel Mixer screen can be seen below...
