If you mean splitting a single vdisk into multiple files so that it could be spread across multiple physical drives then is definitely not supported as a standard feature on Unraid.
I am not sure, however, if you created the vdisk on a different system (e.g. on VirtualBox or VMWare) and selected the option to split the vdisk into multiple files whether you could then move that file set to Unraid and then KVM on Unraid could be told somehow to use such a set operating as a single vdisk. I must admit this is not something I have ever tried or even looked into. It might be worth asking on KVM related forums as to whether KVM has such a capability in the first place as if it does then one could probably get it to work on Unraid with a bit of CLI work.