How do I go from 1 copper propane line to 5 propane lines? Do they make a splitter like cable tv does?
Simply put Four Tees in a line, or two Crosses. 1 in, 4 side outs, one end out.

 

Of course, if you are adding 4 appliances to an existing installation, you might need to upgrade the line from the tank (sized for one appliance) to maintain adequate flow. 

Likewise, be careful, or consider the possibility that a propane leak is potentially dangerous, and you may not be the best choice of person to "split" your propane line if you equate it to cable TV (i.e. have zero plumbing experience.)