The feature that places different scenes on single canvas/window (for easier selection) named "Multiview". In OBS you can find it under the main menu
View > Multiview (Fullscreen) or
View > Multiview (Windowed).
Some guides has more info about the feature:
Guides for OBS Studio
obsproject.com
OBS Knowledge Base. Everything you need to know about projector outputs in OBS Studio
obsproject.com
In short, you placing cameras at different scenes, enabling Multiview for these scenes, and clicking inside Multiview window - clicked mini-preview goes to output (goes online or recorded depending what you doing in OBS). Usually, it is easier (bigger mini-previews) to use standalone monitor for Multiview feature, aka "Fullscreen", while OBS running on another display.
If you using only 2 scenes (way less then 8, which is standard for Multiview), then right-click over the desirable scene and select
Windowed Projector (Scene). In opened window - right-click and select option
Always on Top. The window will be drawn over any other window on your PC, so make it only after all other settings are done. Repeat this for other scene. Now you have small live previews of each of your scenes on your monitor. Don't forget to assigned hotkey per each scene in
OBS Settings > Hotkeys to switch between these scenes with ease. Hotkey itself is named
Switch to scene.