It is possible to have multiple output devices in a machine layout, although only one of them is likely to be the currently active one. The active output device is responsible for driving all other machines. It is possible to have an output machine which doesn't require real time output, e.g. The DiscRecorder machine can record as fast or as slow as the processor can process the sound data.
It is possible to chain output devices, e.g. you can have a SoundPlayer take it's input from a DiscRecorder which takes it's input from any other machine. The effect of this will be to output to the sound card at the same time as saving to a file.