How do I have multiple or parallel sprints running at the same time
There is a feature to get this to work but is currently still in Labs (which means is not yet supported by Atlassian and we may not be able to assist you with problems with this specific feature).
To enable multiple active sprints please browse through
Administration >> Applications >> JIRA Software >> JIRA Software Labs and then mark the checkbox named Parallel Sprints, which will enable exactly what you need.
As an alternative to access this setting, you can type G + G in your keyboard in any JIRA screen and search "Labs".