To connect two or more Wiimotes to your computer just follow this guide and do it for each Wiimote.
Open Dolphin and click on the "Wiimote" button. Make sure that the Input Source is set for both Wiimotes to "Real Wiimote".
Open a game and press the "Pause" button. Click on "Tools -> Connect Wiimote 2" or simply press Alt+F6. You can use up to four Wiimotes. After that press play and have fun. That's it.