It is possible to say it to produce files with more than 2 channels?

I'm afraid it does not seem to be possible with any of the audio CD configuration options i'm afraid. You might find it better to use a more specialist tool such as Audex.

Yes I thought that, I just would be nice to do this as applications like Amarok use KIO-CD too.

Indeed. Unfortunately i'm not sure how well the audiocd KIO slave is maintained - but you could try filing a feature request at bugs.kde.org in any case.