It is possible to have One version of a CMN component installed on one server and another version of another component on another server.
For example:
The Directory Connector can be version 3.6.1 that requires SQL to run and the Mail Connector can be 3.7.x. They must be on different servers.
The same applies if you have need to run two versions of the Directory Connector for any reason. Make sure they are on two separate servers.