One may connect from several different wallets to the daemon. Mining is done on the daemon.
In case a block is found, which wallet/address will the reward be credited to?
When solo mining, the block reward is given to the address which was set in the coinbase transaction. Technically, I think there is no reason why the coinbase transaction could not contain several outputs to different addresses, but there is no support for creating those at this time.
You supply the address as an argument to the
start_mining command, eg:
start_mining 4xxxxxxxxxxxxxx 2
will start mining on two threads to the given address.