Yes this is possible to do in R4. Simply create your first course of treatment and accept the plan. Then from the treatment chart screen, Select "additional options" (little down arrow located next to the price of the plan on top right) then select "Open Treatment Plan Manager"
Inside treatment plan manager you will see an option to "add plan", click that and your then able to add another course of treatment.
R4 supports as many concurrent plans as you need, just make sure you accept the plans before creating additional.
If you then need to change between the plans, go back to treatment plan manager, highlight the plan you want and click select plan, alternatively close and reopen the chart where you will then be asked which course you want to open.
Hope that Help