In order to establish connections on the same client to multiple servers, there should be multiple adapters.
As this is not an issue for Linux users, it’s not possible by default for Windows users.
For Windows machines, you’ll need to run the following command in elevated CMD:

C:\Program Files\OpenVPN\bin>tapctl.exe create

If you run it once, you’ll have two adapters = two concurrent VPN connections, if you run it twice, you’ll have three adapters = connections, and so on and so forth.

HTH