Hi Kudo and welcome.

Indeed you can connect RtWebParts to communicate with multiple PI servers, it is RtBaseline (installed as part of RtWebParts) that you need to configure what PI servers to communicate with.

One way to do this is to open the RtBaseline services administration page (typically http://<SharepointServer>/RtBaseline/admin/default.aspx), click "PI Data Sources". You should see a list of already configured PI servers. Click New to add a new PI server, enter the PI server name and whether you want it to be your default PI server. You just need to ensure you have the relevant trusts set up for communication to the PI servers.
You could also use AboutPI-SDK.exe to add a connection on the RtWebParts server and it will appear in your "PI data Sources" above.

Hope this helps!