You don't really need to test this. Pandora's Box is a move that is only used once by an enemy, and it is cast on your whole party (3 characters). If you couldn't learn it on a single character who had more than one equipped, it would be impossible to learn on all 4 materia. And it is possible to learn every enemy skill on every materia.
The real kicker is this: If you have a single character with 2 Enemy Skill Materia equipped, but one has a skill learned and the other does not, when that skill is used against you, you will not learn it on the other one.
Example: Cloud has equipped two Enemy Skill Materia. One brand-new, and one which knows Matra Magic. An enemy casts Matra Magic on Cloud. The empty ES Materia will not learn Matra Magic.