Dual wielding in Red Dead Redemption 2 is a great and effective method of defeating enemies. However, this function isn't available right from the beginning of the game. In this chapter you can learn how to unlock the option to dual wield.
The option to dual wield is available only to sidearms such as revolvers, pistols or small sawed-off shotguns. Using this option requires you to own Off-Hand Holster (Arthur starts the game with only one holster).
The second holster is received during the main storyline. Complete Blessed Are the Meek? mission in the second chapter - your goal is to rescue Micah from the prison in Strawberry. You receive Off-Hand Holster at the end of the mission.
Open the wheel menu and place two sidearms in the upper slots. Then, you have to select the option with two arrows (see the picture 1). After that Arthur will take out both sidearms (see the picture 2).