Most Tezos wallets operate on a single account at a time.
Which means everything you do in an instance of a personal wallet, like Galleon, is done under one account. To work on a different account, you must close the current one and open a different wallet file.
All Or Nothing
In the current instance of the Tezos protocol, only whole accounts can be delegated.
There is no concept of a “pledge” or delegation amount that would allow you to bake a fraction of your XTZ in one place and other fractions in different bakeries, under the same account.
Therefore, Tezos delegation is all or nothing, per account.
But it wasn’t always like that…
Tezos’ Seed Protocol
The first Tezos implementation, also called the seed protocol, had separate address classes for account management and for delegation.
An implicit address, belonging to the manager account, could generate several delegation (aka originated) accounts under it.
Each originated account could then delegate its funds to a different baker. Wallets allowed you to manage several delegation accounts in a single running instance.
Babylon Update
The system changed after the 2019 Babylon update, when manager addresses took over the delegation role.
Present day Tezos uses the same address for account management, fund transfers, baking and delegation.
Since there’s only one manager address per account, the address can only be delegated once, to a single baking service.
One Solution
One way to delegate to multiple pools in the most recent Tezos system, is to create several separate accounts.
You can then delegate each account to a different baker.
On a standard wallet like Galleon, you can create several different accounts, each having its own .tezwallet file.
Unfortunately, Galleon only opens one account at a time, so you’ll need to manually open different wallets in different instances of the wallet program.