CoH2 is CPU extensive. You literally won't benefit anything from having the game support SLI. but even you have a i7 2600k clocked at 4.5, the game is horribly optimized and you're going to have frame rate issues when katyushas fire and shit.
well, you can 'hack' the SLI to work via NvidiaInspector. It causes all of the snow to flicker to an insane degree, but it doubled my FPS....