If you specify the default schema in the connection properties (hibernate.default_schema), Hibernate will write your data objects there. Additionally, you can specify a different schema on each of your mapping files (<hibernate-mapping. schema="xxx")
If what you want is to create several schemas on the fly, you can achieve that by creating several configuration objects.
Code:
cfg.setProperty("hibernate.default_schema", "schema1");
String[] schema1=cfg.generateSchemaCreationScript(new org.hibernate.dialect.MckoiDialect());
SchemaExport se1=new SchemaExport(cfg1);
se1.create(true, true);
...
cfg2.setProperty("hibernate.default_schema", "schema2");
String[] schema2=cfg.generateSchemaCreationScript(new org.hibernate.dialect.MckoiDialect());
SchemaExport se2=new SchemaExport(cfg2);
se2.create(true, true);
Consider, however, that your session comes from only one of those, therefore only one of these schemas can be takes as the default one. For the other, the schema will have to be specified in the schema name on the mapping files, or explicitly in your queries.