Are the overlaid on top of each other with some effect allowing the ones behind to show through? Or are you putting them in four quadrants, like upper left, upper right, lower left, lower right? Either one is extremely easy to do. In either case put them on four separate tracks stacked vertically.

If it's the first, set the compositing mode to something other than source(alpha) depending on what effect you're trying for, or possibly just reduce the opacity.

If it's the second, there are two methods, one simple and one better. The simple method is to use Track Motion to reduce them all to half size and drag them to the appropriate corners. The better method is to use Pan/Crop, drag the frame out to double-size thus reducing the pictures to half-size, the move the frames around the pictures to place them in their corners.

There's probably an even easier and better method, if you're trying to achieve a static, non-moving image, which is to do this in Photoshop or your favorite photo editor first, save the combined result, and use this new image in Vegas.