Hi Ziyi,
Only one state machine can run at a time. However, certain tasks can be handled by global timers, independent of the flow through states. For instance, you can set a channel linked to the timer, and the state of the channel when the timer starts and stops (e.g. for a digital output channel, setting 'OnsetValue' to 1 will drive the line high when the timer starts, also see code examples here).
Global timer start and stop events are logged and timestamped by the state machine. Separately, each state change is timestamped. From your data, you should be able to recover the onset time of each state, and the onset and offset time of each global timer.
-Josh