XPression can do Up Next Preview and/or Per Channel Preview.
Any framebuffer can be assigned for preview. SDI or Virtual.
If you use an SDI output for preview, you can no longer use it as an output channel.
Since most people don't want to lose an SDI output channel to do preview instead a virtual output is used.
Virtual outputs show up right on the desktop alongside the XPression software.
You can take a virtual output and put it full screen onto a second (or third) monitor on the XPression. Depending on the type of XPression hardware you have you will have spare DVI/HDMI or Display port outputs. You can take one of these spare outputs, convert it to SDI with a scan converter, and feed that into your Multi-Viewer or whatever.
Once you've placed a Virtual Output on a secondary or tertiary monitor it will always launch onto that desktop.
You can configure the preview channels in Hardware Setup > Preview & Monitor
You can add as many virtual outputs as you want in the Input/Outputs tab.
You can assign up next preview or per channel preview, you probably do not want to assign both, but decide which style of preview suits your needs.
I've attached a picture as well.

#XPression