For the case that somebody likes to know how I finally implemented the PIP stuff, here it is.
- Render Movie as BMP for the desired views.
- Crop the images for the small film (I used IrfanView - Batch conversion/rename).
- Copy the small images over the large ones (Login to see the attached C# program).
- Make an AVI with VirtualDub.
  - File - Open video file : select the first picture of the series
  - Audio - No audio
  - Video - Frame Rate - Change frame rate to (fps): 24
  - Video - Compression - DivX - 1 pass - quality based
  - File - Save as AVI

Thank you!
This works good with the 4 panes view (Scene Mode).
When I try to do it with 2 Views, it always changes to a single view (perhaps my operation error?).
However I found a workaround to set 2 Views as desired, following your advice.
In the 4 panes view I set my desired two views to the upper two panes and the same two views to the lower panes.
After that, when I change to 2 Views, my desired two views are displayed.

Is it possible to set a specific view to a view pane?
When I choose 2 Views, the Front is displayed on the left side and the Top Views displayed on the right side.
Sometimes I would like have different views displayed, for instance the Top view on the left side and the Camera View on the right side.

A very interesting idea indeed!
Because I have very little experience and also little spare time, first I must try the simple ways.
Maybe later on I might try the more sophisticated solution.
Thank you anyway!

Thank you both. I will try the softwares and see which one suits me more.

Is it possible to combine two or more camera views in the same movie?
I would like to have a kind of PIP (Picture in Picture), a small view which shows the whole terrain from top view and the rest of the screen which shows a perspective view with more details.

To solve my problem I have used key frames for animation as proposed by Kubajzz.
Therefore I don't need the feature "look ahead".
But I think it could be usefull in future for me and for others.

I have tried a lot.

• Relative to Parent -> Vehicle is allways looking to Z direction
• Relative to Path -> Vehicle is allways looking to X direction
• Relative to Other, Path -> Error: No such element
• Relative to Facing Other, Path -> Error: No such element

Sorry, I had an old version (0.95c).
With the newest version it's OK.
Thank you!

I have a vehicle the does some movements (I start with a circle).
My vehicle always should look ahead where it is moving to.
I will write the Location Controllers to do more movements (e.g. lines, curves, ...) depending on the current frame.
I could in parallel write Orientation Controllers to set the desired orientation at any location.
Isn't there a way to just write a single Orientation controller which always assures that the orientation stays ahead?

I have a Scene with 720 Frames where I want a vehicle to do a circle movement.
The Location controller looks like this.
When I run this scene the vehicle does the circle movement but stops about 10 degrees before closing the circle!

When I define an own variable $pi the vehicle moves the full circle. 
Here is my modification.