Hi Ge,
It is possible to do multiple document check out.
1. Go to Site Settings > Site Settings
2. Under Site Administration, click on Content and Structure
3. Browse to the Document Library on the left.
4. Check all the documents you want to check out/in in the right pane.
5. Click on Actions > Check Out/In
Note: Confirm the permission levels of the users that will be using this feature. I'd suggest not making it available to all users.