All you have to do is go to edit --> edit players add skirmish players. That is all you need to do. The only time you would need to create Player_5,6,7,8 is if you are assigning non-neutral units or structures to one of those players. For example on my map I have banks that you start with that are yours so I needed to create the extra players besides the first 4. If you are making a plain ol map then you don't need to do anything after hitting the add skirmish players.