It's called Dual boxing (or multiboxing) as said above. Saw it a lot in WoW, seen it once in XIV so far.

Taken from Wiki: Multiboxing is a term used mostly in MMORPGs to refer to playing as multiple separate characters simultaneously. This can either be achieved by using multiple separate machines to run the game or by running multiple separate instances of the game.

Variations on the term are common. Often, the number of accounts used is reflected in the term used: dual-boxing or two-boxing for two characters, three-boxing for three etc.