If I want to connect the 2nd exchange and create bots there, do I need to deactivate the bots I have on the 1st exchange?

It depends on your current subscription as with a higher subscription plan you can have 2 or unlimited different exchanges connected at the same time.

For example, if you have bots running on Binance exchange and you want to create new bots on Kraken, you can just connect Kraken exchange API and select it when creating a new bot.

All Binance and Kraken bots will run at the same time.