Breif: I have five stored procedures and each of it have no dependencies. The identical stuff is that it pulling data from five different servers. We are just collating and
The job steps are always executed in succession (hence 'steps').
To parallelize it, create five jobs with the same schedule.
It's also possible to create a main job and add steps to call child jobs (each calling it's own stored procedure) asynchronously as suggested at https://dba.stackexchange.com/questions/31104/calling-a-sql-server-job-within-another-job/31105#31105
However for more complicated flow it's better to use SSIS packages which are design to handle different workflows.
There are several options. 2 of which are :