Use Wireless and Wired connections at the same time

Yes it's possible and is done by manually setting your subnet and gateway for each connection

The important thing to note is that all DNS requests will go through the "gateway" address, so only set a gateway for your main(general web browsing) connection.

Then comes the subnet, which controls who handles connections. If you try to access an address within a subnet, it will route directly through there. If it falls outside of any subnets, it will be routed through the gateway device.

To customise which programs on windows, it's probably easiest to set up a proxy within the subnet you'd like to use, and tell the program to use that.

For example, in college I have:

LAN:

IP: 192.168.1.100

Subnet: 255.255.255.0

Gateway: (blank)

Wifi:

IP: 129.94.153.100

Subnet: 255.255.0.0

Gateway: 129.941.53.1

All programs default to Wifi, unless i specify the proxy 192.168.1.11

You need to use something like ForceBindIP to force an application to bind to a specific adapter's address.