In this paper we investigate with numerical simulations the rich multi-mode dynamics of Quantum Dot Fabry-Perot Lasers. We have used a Time Domain Traveling Wave approach including the electron and hole carrier dynamics in the various Quantum Dot confined states, the inhomogeneous broadening of the complex gain spectrum, the polarization dynamics and the effect of the carrier-photon interaction in the cavity. The role of the various non-linear interaction mechanism on the broadening of optical spectrum of the Quantum Dot laser has been investigated and the main parameters responsible for the phase locking between the longitudinal modes have been identified. We show that in some cases it is possible obtaining pulses after simulating the propagation of the laser output field in a dispersive medium. Many of the obtained simulation results are in good agreement with the experiments reported in the literature.