Scheduling problems pose significant challenges in resource, industry, and operational management. This paper addresses the Unrelated Parallel Machine Scheduling Problem (UPMS) with setup times and resources using a Multi-Agent Reinforcement Learning (MARL) approach. The study introduces the Reinforcement Learning environment and conducts empirical analyses, comparing MARL with Single-Agent algorithms. The experiments employ various deep neural network policies for single- and Multi-Agent approaches. Results demonstrate the efficacy of the Maskable extension of the Proximal Policy Optimization (PPO) algorithm in Single-Agent scenarios and the Multi-Agent PPO algorithm in Multi-Agent setups. While Single-Agent algorithms perform adequately in reduced scenarios, Multi-Agent approaches reveal challenges in cooperative learning but a scalable capacity. This research contributes insights into applying MARL techniques to scheduling optimization, emphasizing the need for algorithmic sophistication balanced with scalability for intelligent scheduling solutions.