it's easy but it's not automatic like the part you have mentioned...
try it with just a few traks and then do as many as you want... and actually, when you get it set up, you might want to save it as a track template so you dont go through it again and again.
I'll put a picture in here soon:
If you already have all those other tracks, you might want to use the SWS Track List and hide them from the tcp and just leave them in the mixer... they really are audio outs. In other words, you can edit inside shortcircut, which output you want a given sample to play it's sound on... right?
OK... in a similar way, inside shortcircut you can also set which of 16 midi channels you want to trigger a given sound... right?
Now we need to make some new traks in reaper that will send midi.
So, for just learning, make two new traks.
Name them [for now] midi chan 1 and midi chan 2
Now one fast way to set the io's for these is to clk the io button on the main track where shortcircut is loaded as a vsti...
...at the right side you will see a Receives area...
make a new receive, from the first new trak you just made, "midi chan 1" Set that receive to send Audio= None, and Midi All Channels to => 1
Make another Receive from the second new track you just made, "midi chan 2".... set that the same EXCEPT, Midi All Channels to =>2
OK good... close the io panel, and set the input for both those new tracks to Midi input and to either All Midi Inputs or to whatever you sound card midi and keyboard likes...
OK... set the main trak that has short circut on it, to midi input, All Channels as well...BUT also set it to 'Monitoring, Not Recording: [this way you won't record midi on that main trak, but only on each of the two midi tracks.
Now
arm those two midi tracks and
arm the shortcircut track
Play you keyboard.... you will be sending some of whatever you play to midi chan 1 which will trigger any samples you has set to be triggered on chan 1
And you will also be doing the same for midi chan 2
remember you can have the outputs for any of the samples [loops or whatever] set to output to any of the outputs reaper made for you.... you should see these in the mixer and of course can add more FX to each of them...
OK... now if you did all that, you should have the concept and now you can re-do it for as many midi chan's as you like... 16 if you like... and then save as a template.
[sorry for the huge image but wanted you to see it all]