Games these days will only run on 1 GPU natively. You can assign applications to specific GPUs in Windows Settings if you have more than 1, but you can’t assign a process to run on more than 1 GPU. SLI is dead. It’s no longer supported by drivers on newer generations of cards, and no recent games support it natively.
That said, you can indeed run multiple GPUs if you need more than 4 monitors on your system. But whatever you’re using as a secondary GPU is only there to run extra displays unless you assign an application to use that GPU specifically. Otherwise, all GPU processing is done on the primary GPU and passed through to the secondary GPU to go to its displays.