Hi.
Yes and you should actually use many FMSs instead of 1 big fsm.
To add a fsm to an object that already has a fsm, you can use the 'Add Component' on the inspector.
Or (more easy)
In the Playmaker Editor screen, on the top left (next to "Lock") click on the fsm tab and there you can create a new fsm (which will automatically be added to the gameobject inspector.
To communicate between FSMs you can use the "Get/Set Fsm" Actions
as well as send event globals or send event by name.
Avoid using Globals for data