We are told that only 6 gholam were ever created, and we know that if not otherwise preserved they will die of old age (as noted in Himarm's answer). We are not told explicitly how many gholam have actually died since their construction, but we know that the only way they could have survived would be placement in a stasis box.
That is how the gholam we do see survived, which we know from its own thought perspective. It is possible that other gholam were also preserved in statis boxes in the same way, but given that the vast majority of stasis boxes were lost during the breaking they would likely never be found.
There are two reasons from the text itself that we can assume that we only saw one gholam. We know that we only see male gholam, so the three female gholam are not actively used in the books. We also know that we only see one gholam from the time that Mat branded it with the fox head medallion since it has that mark from then until its death. Finally we know that no gholam is seen after that one is killed, which I would expect we would if there was another still in action.
The only other alternative I can think of is that another gholam survived, was freed from its stasis box, and is now in hiding rather than being used by one of the Forsaken. While this is possible, there would almost certainly be reports of gruesome murders like we see with the gholam in the books as it would need to feed on fresh blood to stay alive.
It is therefore reasonable to assume that the other 5 gholam either died long before the events of the books, or that they are trapped in stasis boxes until they are someday found (or are forever lost).