There's no such feature
There is no option to configure this. But the functionality is there. It's called 'detach display'. I found that during the last days. After starting an image playlist, the display can be detached, moved to any screen and brought to full screen. This can be repeated with a second Playlist. This might be too complicated for most. Therefore this is not tested and has some instabilities. The playback in one window can stop if the playback in the other window comes to the end of the list. Some messaging seems not to be assigned to the correct playlist. This is a minor problem and could easily be fixed.
The major functionality is almost there. MC can handle several playlist with individual image output. For an easy usage, an option in the zone configuration is needed: 'Display fullscreen on monitor #'
I manage all my photos in MC. With the functionality as described above, I could run independent slide shows on different monitors while on the main monitor a movie is shown. This would bring slide shows to a new level.