You can make Linux load balance over two network connectors, but usually it prioritizes one network adapter for all traffic based on a scoring algorithms (wired and high bandwidth gets most points).

You can manually set a priority too, or route specific traffic (based either on destination, protocol, or source program, etc) to a specific adapter. Some programs (like KTorrent) are capable of using multiple adapters without any specific config (which is why I was able to run torrents one time while literally nothing else worked with an old 3G internet dongle) .