Can ONE setblock command set multiple blocks, each in different locations?

No, each /setblock command can only set one block at a time. You can place command blocks in a command chain instead, or run one command at a time.

You cannot place more then a single block at once with setblock but you can use /clone <source corner 1> <source corner 2> <destination (north-west corner)> instead and copy an entire building and place it anywhere you want.

No, but using the /fill command will fill multiple blocks at once.