The host machine runs one full SilkTest license (SilkTest GUI + Agent). The target machine or machines typically just run the Agent.
SilkTest 5.5 and above are controlled by a license management scheme which monitors concurrent usage, both for the SilkTest GUI and for the Agent. So installation is not the issue -- installation is always free, on as many machines as you want. If you set up your scripting for one host machine and 3 target machines, you'll need to purchase one full licenses plus 3 Agent-only licenses so the whole thing can run.
You'll need to read through the SilkTest doc on distributed testing before starting. You'll likely be using spawn/rendezvous or equivalent, and connect/disconnect.
I'm not sure what you mean by "can you copy a files files." The usual scenario is that the host machine reads in & compiles the 4Test files and then tells the target Agents what to do.
We are running 1 host and 2 targets currently with different apps on each target. I record the actions on each target - silktest is loaded on each - then when I get it right, copy the frame and scripts to the controlling host. Host connects to target silktest agent which is working fine. All of this is done through a suite file on the controlling host to allow different frames to be loaded as needed. Use files is blank in options/runtime, the scripts have their own use stmts.