Hi Dan,
The key to running multiple clients is to make sure that they do not share their "client home directories", which are normally stored in your workstation's logged in user account folder. I'm going to assume Windows for now but the principal is the same for UNIX. For eg in C:\Users\jdoe\ you'll see a ".mks" directory; this is where all of your viewsets, preferences, and Sandbox registries are stored. For each client you want to run, I would suggest writing a batch/shell script file that sets the MKS_IC_INSTANCE_DIR environment variable. This variable instructs the client to fetch its preferences from an arbitrary directory.
You are free to actually install multiple clients into different physical directories on your machine, just change the path during the installation process.
You'll find more information in this KCS article:
https://support.ptc.com/appserver/cs/view/solution.jsp?n=CS83602&lang=en_US
Also inside the Client Getting Started Guide for Integrity 10.6, you'll find information on page 17.
I hope this helps.
Wes