With WinpkFilter you can capture packets from any amount of adapters (using dedicated for each with WaitForSingleObject, or using single thread for all adapters with WaitForMultiplyObjects).
Another question is how to determine wich adapters are of your interest (connected to the Internet). There is no universal way to do it. If default Internet connection can be determined as the default route (0.0.0.0 mask 0.0.0.0) then other Internet connections look similar to LAN connections.