To have a proper setup that works out of the box
5 active speakers (like yamaha hs5 or some other cheaper from behringer)
A usb interface like the one mentioned above
(be careful to buy one with 5+ analog outputs, companies tend to oversell the outputs by adding the optical and spdif and whatnot)
5 cables that extend to the length you want
Afterwards just add 5 mono channels to your DAW and insert a generator plugin to each channel and configure the frequency you want. Most of the DAWs have plugins like that but im sure youll be able to find freeware VSTs if not.
Now some interfaces have a mixer coming with a driver which some others dont but in cubase for example you can route each channel to a specific output, this should be featured to any DAW.
After that every channel goes out to the respected speaker with the respected frequency which means you can control each level.