Hold down CTRL key and select multiple choices In Options-Preferences-Audio-Drivers area. (or MIDI)

Keep in mind these two particular devices will each use their own internal clock/DAC so some minor timing issues may occur when using multiple separate devices with different clocks.

Then you have to right click a track and select Port to assign that track to the desired device.
When I was most successful with that I was using 2 M-Audio 1010's that you could sync the clocks on.
The clock issue is not a fault of PT, for what it's worth.
Having a Word clock to control each device (or a similar way to sync them) is the trick.

I remember first trying it with a Creative card and one of the 1010's .. which did not work well.
This occurs more on Recording audio than on playback if I recall ...

I do not work here, but the benefits are still awesome
Make your sound your own!