When you are listening to questions during a panel interview, maintain eye contact with the person who is speaking. Once the question has been asked, make sure to address your answer to all who are present. Make eye contact with everyone and include them in your attention. Be prepared for follow-up questions from any or all of the attendees. Each one is going to want to know information from an angle that will directly affect their department.
You may find that in some panel interviews, only one person does the talking and everyone else is there simply to observe. Still address all of your comments to the group and don’t let this unnerve you. It is definitely stressful, but not unusual. Be flattered that they consider you a strong enough candidate to gather more than one person to evaluate your interview and choose you to work for the company. An interview is an investment for a company, an expenditure of money in the form of salaries; you are there because you have a chance at the position so take advantage of the opportunity.