Alright this is an easy one. I just did something like that not to long ago and had to figure it out. What you do is get how ever many clips you want for your split screen. Ill explain the 2 vid split screen and then you can go from there. Import your clips into Premiere. Drag them onto your timeline. Then you'll want to put one clip in VIDEO 1 and the other in VIDEO 2 which is directly above it. You want to have them on top of each other so they play at the same time. From there you will want to scale each clip so they are side by side. They will appear smaller if you want the whole thing. If you are a perfectionist like me then you will want to line them up perfectly making sure the x and y angles are perfect. If you don't want to make them smaller then you can directly apply the crop effect and crop what you want. I hope this helps yah.
http://www.youtube.com/watch?v=EP5PtflzQJU <<Theres my split screen stuff.