You can add as many loss layers layers as you want and by specifying the LossFunction in NetTrain you can say which Outputs of your network are the loss layers to use.
For building a loss function you can just used the default net building blocks as you can see in the example below.
In this case NetTrain[ , LossFunction->{"Loss1","Loss2","Loss3"}].
As far as i understand anything will work as long as the output of your loss net is a Real value.
