Multiple test case verifications in one script

I have a test script from our current test tool that contains 4 setup steps followed by verification of multiple test cases.

I'm not quite sure how to fit the script and the test cases into the RQM structure. Has anyone else run into the same issue and if so, how did you work around it?

When you say "4 setup steps followed by verification of multiple test cases", does that mean that running this single script in turn runs multiple test cases? The first thing that came to mind from an RQM perspective is test suites:

http://publib.boulder.ibm.com/infocenter/rqmhelp/v2r0/topic/com.ibm.rational.test.qm.doc/topics/t_create_testsuite.html

Test suites are a way for you to group test cases and execute them together. In your case you would create a setup test case that has the script for the 4 setup steps. Then create a test suite that has the setup test case first, followed by all the real test cases that you want to execute.

That way when you run the test suite, it will first perform the setup steps then execute each of the remaining test cases one by one and results would be created for each of these test cases.