Yes, you can run multiple queries in one command using the Databricks JDBC driver.The results will be displayed in separate tables.
When you run the multiple queries, they are all still individual queries. Running multiple queries in a script will not slow down the queries response time.
If you are using a notebook for readability and debugging purposes having them in separate cells would be nice, but if you are calling a script, they can be written in the sequential order, and they would run sequentially.