While it's not possible to attach a voice-over to multiple characters in the scene, follow the steps in this article for a workaround.
1) Add a voice-over to a scene. Learn more here.
2) Right-click on the clip in the timeline and go to Settings.
3) Select the character's face from the drop-down menu.
4) Right-click on the voice-over and select Copy. Then Paste it below the first voice-over.
5) Assign the voice-over copy to another character (following instructions in step 3).
6) Repeat the process with other characters, if needed.