New Post: Draw shape parts with different line patterns

I don't think that is possible because styling in shape-based. What you can do is break your multi-part shapes in multiple single-part shapes using Shapefile.ExplodeShapes: http://www.mapwindow.org/documentation/mapwingis4.9/group__shapefile__geoprocessing.html#ga5d7fa6b688d294b3a236537b07a72ea1

I hope it helps,

Paul