Answer:
You can't show two videos simutaneously in Windows Movie Maker because it only has one video track to work with.
If you are talking about side-by-side video though, you can install the Split Screen (vertical) effect. Windows Movie Maker doesn't have this effect already installed so you'll have to download it. I believe Rehanfx offers the Split Screen effect though. You might check it out:
http://rehanfx.org/