You can bind two trailing entry orders, or a trailing entry order and a regular entry order, into OCO pairs. Simply check the “Trailing Distance” check box when creating an OCO order.
However, when creating an OCO pair “from scratch” using the Entry OCO command, you only have the option to create regular Entry orders. If you want to make these into trailing orders, you can do it manually later by right-clicking on the order record in the Orders window, and selecting Change order rate.