How to use multiple audio outputs (of a mac) simultaneously?

For this you can use the App "Audio MIDI Setup" in /Applications/Utilities.

When you open the app, you will see a list of all audio devices in the list to the left. With the "+" button at the bottom you can create a new Aggregate Device or a Multi-Output Device.

The devices created there will show up as normal audio devices in the system preferences' "Sound" settings.

The Multi-Output Device seems to be what you are looking for. It will output the audio to all devices enabled in the right part of the window.

The Aggregate Device allows you to join multiple sound cards to simulate one audio device with more output channels (e.g. instead of four separate stereo outputs you would see a single 8 channel output).