Doubleheaders can mean different things to different people. So the question: how do you set up doubleheaders? has a few different answers.
The most common definition is teams play 2 games back-to-back against the same opponent.
The PRO version lets you set this up relatively easily.
Set your number of games to 2x the number of weeks, e.g. 20 games in 10 weeks.
If that condition is met, you will see two extra options under Allocation Options (you'll have to re-activate them each time you re-generate the schedule).
Force Back-to-Back Games
In order to force both games to be played back-to-back, you can set the max wait time to 0 (or anything less than one full game's worth – e.g. if your games are 60 minutes long, you can set max wait time to anything 59 minutes or less and it will force it to schedule games back to back).
Note that if you have more than one game day each week, games may end up on separate days. A max wait under 18 hrs is applied only to games on the same day. See next section below for more.
Force Same Day Doubleheaders
If you have more than one game day each week, you may want to set the max wait time to slightly above 18 hours, in order to force the doubleheaders to be played on the same day (18 hours is the threshold, where it switches from only applying the max wait time to games on the same day to checking across days).
It is, unfortunately, not possible to force back-to-back games in this scenario, since your max wait time needs to be over 18 hrs in order to force same-day games.