Hi Aliaksei;
Its pretty easy to do using GHostScript. You just need to perform the multiple DWO in one PDF generation by using one print job ... for example:
long ll_job
ll_job = PrintOpen( )
PrintDataWindow(ll_job , dw_one)
PrintDataWindow(ll_job , dw_two)
...
PrintDataWindow(ll_job , dw_nnn)
PrintClose(ll_job)
The second alternative is to place the 2+ DWO's in one Nested or Composite parent DWO and just print that. This approach will work with either the GhostScript or NativePDF feature.
The third alternative is to create one PDF per DWO and then "stitch" the single PDF's into one.
FYI: https://www.pdflabs.com/tools/pdftk-the-pdf-toolkit/
HTH
Regards ... Chris