Unmanned aerial vehicles (UAVs) have become increasingly popular in various fields, including precision agriculture, search and rescue, and remote sensing. However, exploring unknown environments remains a significant challenge. This study aims to address this challenge by utilizing on-policy Reinforcement Learning (RL) with Proximal Policy Optimization (PPO) to explore the {two dimensional} area of interest with multiple UAVs. The UAVs will avoid collision with obstacles and each other and do the exploration in a distributed manner. The proposed solution includes actor-critic networks using deep convolutional neural networks {(CNN)} and long short-term memory (LSTM) for identifying the UAVs and areas that have already been covered. Compared to other RL techniques, such as policy gradient (PG) and asynchronous advantage actor-critic (A3C), the simulation results demonstrate the superiority of the proposed PPO approach. Also, the results show that combining LSTM with CNN in critic can improve exploration. Since the proposed exploration has to work in unknown environments, the results showed that the proposed setup can complete the coverage when we have new maps that differ from the trained maps. Finally, we showed how tuning hyper parameters may affect the overall performance.