Facile.

Tu veux allouer sur le tas, et pas sur la pile. Donc malloc.

#include <stdio.h>
#include <stdlib.h>
struct maStructure
{
 int state; // 0
 int prevstate; // -1
 int position; // 0
 int target; // -100
};
typedef struct maStructure MaStructure;
int main (int argc, char *argv[]){
 MaStructure* Ensemble[3];
 int i;
 for (i=0;i<3;i++) {
 // Alloue sur le tas.
 Ensemble[i] = malloc(sizeof(MaStructure));
 Ensemble[i]->state=i;
 Ensemble[i]->prevstate=i;
 Ensemble[i]->position=i;
 Ensemble[i]->target=i;
 }
 for (i=0;i<3;i++) {
 printf("%d, %d, %d, %d\n", Ensemble[i]->state,
 Ensemble[i]->prevstate,
 Ensemble[i]->position,
 Ensemble[i]->target);
 }
 return 0;
}