I believe that diagram applies if you are going to use the factory ECU harness O2 connectors to wire in the wide band. In my case I am either going to use the "Rear Option Connector" and use Pin E and Pin F which will require the jumper in the picture you posted to be removed or get wide bands that are CANbus.
Also, to how to configure multiple wide bands is on page 107 of the MS3PRO manual. I had not looked at this at all and just started reading on it this morning so there could be more to this and probably is.