You can have them both connected to a computer like you can have dozens of other USB MIDI controllers connected to it as long as it has enough power on the USB ports to keep them working properly
Also, it'll all depend on the DAW, soft-synths or whatever MIDI apps you'll be using to make sense of multi-controller setups.
Like terrym, sometimes I also have the BeatStep connected to the BeatStep Pro without a computer involved. In my case, I use the BeatStep to sequence transposing whatever patterns the BeatStep Pro is playing (synced to BeatStep's clock).
