Windows picks up MIDI interfaces like any other USB device then loads the relevant driver to the USB socket it's connected to if that makes sense. So Windows should handle two identical MIDI interfaces without problems.
Where Windows can be a bit dim is that if you connect a USB device to one socket then later connect it to another Windows can sometimes fail to realise it's the same one so loads the driver afresh for it but also keeps the previous socket hanging around. This is particularly relevant to MIDI interfaces as there's a limit on how many Windows can cope with and for some unknown reason Windows seems especially fond of keeping these ghost devices hanging around if they're MIDI interfaces. Or at least it does for me.
You can spot them if you go into Windows control panel/device manager and on the view menu pick 'show hidden devices'. They'll show up as ghosted out versions of whatever the device is and can be safely deleted.
I've found it's a particularly good idea to use Sonar's "friendly names" feature for MIDI interfaces/ports if you've a lot of them, things can get confusing otherwise. Or they do for me at any rate.