yes, a PIC can generate a frequency output, which filtered, would give you a sine wave.
The buzzers have a resonant frequency, so maybe a buzzer with multiple buzzers built into one housing. imagine this. three coils of wires are wound separetly, but the two pairs of leads are connected together. Then, if the resonant frequencies were 1k, 5k, and 20k, then putting 20k on the lines wouldn't do much for the other two buzzers.
Hmm, is there an example of code anywhere? I'm thinking of coding in C, and destroyed my brain today studying. Haha, apparently, I think I can use FreqOut or something.