Training against one CPU is already a bad idea, so playing against multiple ones is really the worst thing you could do. Some things that work against a CPU don't work against a real player and some things that work against a real player don't work against a CPU. This will only result in you developping an anti-CPU playstyle completely inefficient against a human being. Simple examples: 1) Kirby's rock works everytime against a CPU and almost never (or really situationally) against a real player. 2) Spamming rolls to dodge attacks/move on the stage. And there are a lot more. If you played against real players (and good ones) often, then it wouldn't do much harm to play CPUs, but CPUs only is a bad idea.
I have no idea of your current level so I'll assume you're familiar with the advanced techniques (z-cancel, short hop, ...) and the terminology (bair, uair, ...). If you're not, please say so.
1) Combos. That's something you can train alone, in training mode. Watch out for the combo meter: it shouldn't reset in the middle of your combos. You want to mess around with uairs (try to land as much uairs as possible) and finish with an upb or dair off the stage. Try different variations to see what works depending on what character you're playing against and his percentage. Combos starters are usmash and fthrow. These are the most basic Falcon combos, once you're comfortable with that, you can try experimenting with more advanced stuff. Here's a
good video with examples of combos. Try reproducing some of them.
2) Movement. You can also somewhat train that on your own. As Maliki said, learn how to fastfall from platforms into aerials, full hop aerial to fastfall aerial, shielddrop into fastfall aerials, etc. Learn how to pivot, how to pivot edgehog, how to pivot shielddrop.
3) Spacing. That's more difficult to learn on your own. It could be explained in words, but it wouldn't help much. The best thing to do is to play against good players. Either on console or online.
This is by no means exhaustive, it's just something to start off with. If you want more specific tips, you should provide videos of you (preferably against a good human player).