It's not very easy. I'm not sure if nnet1 really supports it. In nnet2 we sometimes do it at the script level by replacing parts of neural nets (e.g. there is a train_multilang.sh example somewhere in the wsj example scripts, or similar-- search for multilang). In nnet3 it's more naturally supported at the code level, as the nnets can have multiple outputs, and some people are working on this type of thing (e.g. Pegah, cc'd), but we don't yet have any example scripts for this. It might be better for you to wait a while till we check something in. If not, you could ask Pegah and see if she's willing to give you some advice.
Dan