The makeglossaries program is quite easy to use: if your main LaTeX file is called file.tex, then all that's needed is to run
makeglossaries file
To add a suitable action in Texmaker, just go to the
User > User commands > Edit User Commands
menu entry and, in the window that appears, add
makeglossaries
in the upper box (it's just the name which will be shown in the "User>User Commands" drop down menu) and
makeglossaries %
in the lower box. Then, in order to run makeglossaries on the current file, just choose the new menu item (or use the keyboard shortcut shown next to the menu entry). The % stands for the current file name (without extension), as explained in the window.
It's probably possible to define an action that concatenates executions of pdflatex, makeglossaries and pdflatex again, but I think it's not necessary to have glossaries synchronized at each compilation during document preparation. Just be confident that they will be when makeglossaries is run and pdflatex is run again.
Short answer: texmaker -n
In recent versions (4.2+) it should be possible to launch a new instance of texmaker using the option -n.
E.g. from command-line
texmaker -n whatever.tex
The whole story
From the source files package, ./utilities/CHANGELOG.txt we can read
version 1.7.1 -> 1.8:
texmaker can now be only started once per user : inverse search will no more launch a new instance of texmaker
version 4.1.1 -> 4.2 :
with the new option "-n" for the command line, a new instance of Texmaker can be launched (will break the synchronization with the pdf viewers and others feautures)
The Puzzle / Documentation bug [?]
On some (non official) man pages of TexMaker[1],[2] I found, in the section 4.9, the syntax:
texmaker file [-master] [-line xx] [-insert foo] [-n]
...
With the -n option a new instance of Texmaker is launched (will break synchronization with the PDF viewers).
But in the same section of the manual on the official site [3] it is reported a different syntax:
texmaker file [-master] [-line xx] [-insert foo]
BTW in the documentation files of the source package [4] downloadable from the official page, the -n option is listed in the manual... unfortunately I had not the opportunity to compile or to install the last version, but it should work for each system.
An Update
I'm currently using the 5.0.2 version under Ubuntu.
Even if not reported by man, if I use the -n option it opens a new instance of texmaker.
Best Answer
TeXmaker doesn't seem to allow multiple instances, but TeXstudio (a fork of TeXmaker) can be started multiple times using --start-always option.