Connect a DisplayPort display to Thunderbolt port
As Apple says on their Thunderbolt product page:
And because Thunderbolt is based on DisplayPort technology, the video standard for high-resolution displays, any Mini DisplayPort display plugs right into the Thunderbolt port. To connect a DisplayPort, DVI, HDMI, or VGA display, just use an existing adapter.
To confirm this, here's what Intel says:
And Thunderbolt enabled products are compatible with existing DisplayPort devices so you don’t have to go buy a new display to take advantage of a Thunderbolt technology enabled computer.
... emphasis mine.
This means that you can attach your DisplayPort-equipped monitor to any Mac with a Thunderbolt plug. If your display has DisplayPort only (i.e. not Mini DisplayPort), you will of course need an adapter to do this.
For the other display, just use the HDMI connection. You could also daisy-chain two displays together, if these displays support it and have two DisplayPorts each.
Connect a Thunderbolt display to (Mini) DisplayPort
The opposite seems to be possible, as the physical connection is the same. However, Apple states differently. Their tech specs don't mention the Mac Pro being capable of using it. The problem will be that you can't update the display's firmware and use the data pipe.
So, all in all, it won't work.
Ars Technica has a recent article about this, which states that there might be issues:
What is really going to rub folks the wrong way, we suspect, is that the Thunderbolt Display is not configured to work with a miniDP display plugged in to its Thunderbolt port. It wouldn't be surprising if more than one user with an existing 27" Cinema Display or other miniDP display got a Thunderbolt-equipped Mac and ordered a Thunderbolt display expecting to be able to add the miniDP display at the end of the chain.
So, I've finally received my MBP and the Dual-link-DVI to Mini DisplayPort
adapter (simply adapter from now on).
The Korean monitor has been more than worth it, it works superbly absolutely great over the digital link.
The adapter doesn't work at all if you don't plug the USB connector in also. If you plug it in, connect the display, then remove the USB plug, it will stop working instantly. So apparently that USB plug is 100% needed.
I happened to have a VGA to Mini DisplayPort
adapter lying around, so I've connected a second external display on the second Thunderbolt port. Everything works fine, my MBP now has 3 displays. I plan to replace this with a HDMI cable, since the MBP also has a HDMI port, it should work.
@Hennes commented on my question above, his answer has been very helpful.
Apparently the adapter is an active component, and it needs to be powered. It draws that power from the MBP's USB plug. To avoid losing a USB port on the MBP, the adapter provides another USB port on the other end, where you can connect whichever device was using the USB port. It seems that the adapter piggybacks on the USB port's power line, while just forwarding the others.
I wander if you could plug two of these adapters one into the other's USB port, and both in each thunderbolt port.
Anyway, the setup works great, but it's a LOT of wires to plug in.
If I were to just buy two of Apple's thunderbolt displays, I would only ever have one thunderbolt cable to connect, and the monitors would act as USB hubs too. But that's $2000 compared to $500.
Best Answer
I could make it work by getting the best Mini displayport to Displayport cable adaptor with 4x x 2k resolution, but after making sure my graphic card has DisplayPort version 1.2.
Before I had tried a lower quality cable with no success.
I discovered Cintiq Pro requires USB-C with Alternate DisplayPort Protocol, as said in this Review on Youtube (min 1:40).
More information about USB-C Alternate protocols.
Then I found a link from the Wacom itlsef saying about HDMI compatibility: it may work in specific situations, but it has a lot of issues (not recommended).