Easiest way to create video with multiple videos on loop i would like to attempt doing a video of me playing a song (with several instruments).

So i want to create multiple videos... each with with a instrument (like people usually do)

so if i have 4 different instruments playing together i will have 4 videos which then will be fit on 1 video at same time.

I was wondering what's the easiest way to achieve this.
Which software do you advice? (free and paid)

my experience on this is just doing something here and there with youtube and windows media editor software (which i cant remember the name)
You need a stage with an area for each instrument, and video yourself standing in that area while playing that instrument, then overlay each instrumental track onto a master track. It's a type of clipping, selecting portions of the video by reducing the frame width keeping the height, and glueing/synchronising them side by side.

Many of the newer Video editing software can do this. (Even some of the free ones)  It boils down to lighting and timing, to be the same for each instrument you play or the effect is spoilt.