Yes. Just attach a left and a right to WiinUPro and it should group them together automatically.
Your program shows them as combined but they are not combined in Steam and still display as two seperate Wireless Controllers.
That's expected. Steam is looking at the same thing WiinUPro is, the Direct Input HIDs that the two Joy-Cons create. WiinUPro simply allows you to take in those inputs and output it to whatever it is you are emulating. For instance if you want to use them as a single controller you would setup their inputs to output onto a single XInput emulated device or a virtual joystick device from vJoy.