julianop:
I open window 1, Mega2560, USB port 6, let's say. I then open window 2, Pro Mini, port 7, let's say.
"Open window" can mean at least three different things; one of which involves a pane of glass. So, no, your description is not clear.
How many times did you double-click the IDE icon (start the IDE from the icon)? Once or twice? If the answer is once, you failed. Try again.