The first think you need to do is install the drivers for the serial to USB device. Then you need to plug in the USB to serial device on its own, windows will then detect the hardware and install the drivers. The com port number will appear in device manager.
You can then plug in the ADC16, when you run the software you would choose the appropriate com port.
Another thing that you may have to do is re-install the software and select modify, then when it asks what device you want to install for you choose either of your devices and select the "Install for other devices" tick box. This will ensure that you have the drivers for both products installed.
Thermocouples will only work with the TC-08 directly, for an ADC16 you would have to build some circuitry.
Hope this helps.