pressure isn't additive like that, 10 psi + 10 psi doesn't equal 20 psi, it equals 10 psi.
So......if you have all the right parts this can be done, but really shouldn't be done by an amateur.
First off, there's really no point. A 20# tank will last a long time, so trying to double it to 40# is overkill. If that's not a good enough reason, I understand, sometimes you want to do things just for the sake of doing them even if they don't really benefit you.
Secondly, IF you connected both tanks on the high pressure side, they would equilize in pressure. This can be a problem for two reasons. A)you can get blow back into the lower pressured cylinder which can contaminate it, with the potential to later break your regulator. B)if they cylinders are not both the same, for example one 5# and one 10#, you can damage the smaller cylinder and/or put yourself in a dangerous situation because 5# cyilinders cannot hold as much pressure as 10# cylinders.
You can connect them downstream(low pressure side), but that would require two separat regulators, and 10 psi + 10 psi would only equal 10 psi. Point is, why do it? Both cylinders will last the same amount of time as if they were hooked up completely independently.
Back in the day, SCUBA divers used to dive with two tanks all the time, to increase the amount of air they took down with them. But that helped them double their dive time from say 20 min to 40 min. We're talking about a 20# cylinder lasting 18 months or longer. What's the advantage?
I remember a while back you were trying to split your one cylinder. If now you have mulitple cylinders and regulators, I'd aim to just use each reg/cylinder independent of the other(s)