I am not sure whether you can run multiple SQL queries directly from Pega but you can do other way. Create a DB procedure (SP) with all your SQL queries inside that SP and call that SP from Pega. I hope you know how to call an SP from Pega with/without parameters. If not, pls check the help/PDN for more details.
I might also suggest taking a step back. What is the business problem you are trying to solve? There is probably another way to do it that works better for you. Generally, if you want to have your database activity to live in a single transaction, I'd suggest obj-save and similar methods. You can do those deffered and then do a commit method (or let flow processing commit for you when it arrives at the appropriate assignment).