If you are using a commercial cocktail then follow the instruction of the manufacturer. Otherwise stock and working concentrations are easily available from the net.
I was working only with PMSF, which I usually used at a concentration 1-4 mmol/l. But depends on if you know the concentrations of the inhibitors in the cocktail. Otherwise, you can try different concentrations and after purification analyze the amount of your desired protein (or its activity).
You should definitely follow the manufacturer's instructions. However, I'm a bit confused: are you using this protease inhibitor in a cell lysis buffer, or in cell growth media for protein expression?
If you're trying to inhibit proteinase activity in cell growth media, I'd recommend using the lowest possible concentration from the concentration range your manufacturer recommends. If you're trying to stop serine protease activity, a little inhibitor goes a long way.