Is it possible to connect to multiple mobile devices non-wireless and run tests
Yes it is possible . 
If your devices are android you can simply use scripts including adb commands

Steps :


GEt Device ID : 
adb devices
Pass adb command :
adb -s $device_id shell am start -a android.settings.AIRPLANE_MODE_SETTINGS


Sample Script :
You can take device id as command line parameter 

      for($i=1; $i&lt;=$temp;$i++)
      {
      print "\n********* Opening activities : **********\n";
      system("adb -s $devices shell am start -a android.settings.AIRPLANE_MODE_SETTINGS");
      sleep 5;
      system("adb -s $devices shell input tap 200 200");
      sleep 25;
      }