Hi Rodrigo,
No, that's not something that the GUI supports. You can have multiple segmentations and switch between them with {,} keys, but you can't show them on separate image layers. Doing so would require some more advanced GUI for managing layouts, which is not currently available. There is also the issue of image space -- which image space is the secondary segmentation in, the space of the main image, or the space of the secondary image? Right now all segmentations are in the space of the main image.
What you may try instead is to load your images/segmentations into two ITK-SNAP windows and synchronize the cursor/zoom/pan between them.
Paul