Simulateously no,
One after the other ok. Although personally I perfer to do one wait and see and when I notice something do a different topic. My reason for this is simply because we usually fail to notice the changes ourselves and start to doubt the process has had an impact thus undermining any results. When you do three things at once you don't necessarily do one thing well. Since ideally you will make an effort and start using the skill within 24 hours and then stick with it for 3 or 4 days. Trying to split you day to include developing skills in 3 areas is serving too many masters.
You can activate the books anytime you get the urge to do so. The urge might just be your signal that now you can read what you've already put into practice so you can know you've you were successful with your Direct Learning. However we do not activate for the direct learning. This will create interference from the conscious mind deciding it should be doing "this and this" when the nonconscious knows for your immediate benefit you fist need to do "that". To stem that we simply don't activate the books.
It's OK to include books that you have already read in the Direct Learning especially if you use more books. If you have already read all the book add some you haven't. Direct Learning isn't limited to 5 books
Alex
