We consider that a transmitter covertly communicates with multiple receivers under the help of a friendly jammer. The messages intended for different receivers are transmitted in mutually orthogonal frequency bands. An adversary observes all these frequency bands aiming at detecting whether or not communication occurs, while the friendly jammer broadcasts jamming signals to degrade the detection performance of the adversary. We consider a block Rayleigh fading channel model and evaluate the performance of covert communication in two situations: 1) the wireless channels vary slowly such that the transmission ends within one channel coherent time block, and 2) the wireless channels vary fast such that the wireless channels have changed several times before the whole transmission is finished. In the former case, subject to a covertness constraint, we maximize the sum of the effective rates by optimizing the transmit power allocation and the transmission rate for each receiver. In the latter case, we take the channel training process into consideration, and subject to a covertness constraint, we maximize the sum of the ergodic rates by optimizing the power allocation and the pilot length. Though both of the two optimization problems are non-convex, we presented methods to find their global optimal solutions. Besides, we also present methods to find sub-optimal solutions with lower computational complexities. Numerical results are presented to evaluate the performance under the two situations.