Opening A 2 Set in Bar/Club Context

I have relied primarily on online in the past, but have recently starting to go out to bars/clubs and some daygame. It's more enticing to me than online, now that I've broken through the mental barrier of cold approaching women. That being said, I'm having to deal with situations and scenarios that are relatively new to me. For example, the last time I went out, I opened a two set at a bar. I was sitting at a relatively crowded bar, (I've only gone out solo, so far) and I noticed a girl stading by herself right behind me looking like she was waiting to be noticed and/or studying the drink menu. After looking back at her a few times I motion to her if she wants to get in at the bar to order a drink, and she kind of puts me off, then I just open her directly with a standard no frills opener about how her night is going, what she's doing etc. etc. She tells me she's waiting for her girlfriend to return from bathroom and they have just arrived. A couple minutes into our conversation the friend shows up, I introduce myself and conversation ensues while they place their drink orders. I immediately sense that there is somewhat of a competitive thing between the two for my attention. The girl that I initially openend is more chilled out, low key, and more attractive. The friend is also attractive but more high strung and demanding of attention. I got the sense that if I didn't pay enough attention to the friend, she would get bored and pull my target away. So, I entertained both paying slightly more attention to the  friend.

My problem is I didn't know how to handle dealing with two women simultaneously. I did a pretty good job at keeping them both interested and engaged. They wound up sitting with me at a booth and we hung out for a couple of hours. But never got sexual with either because I never decided how to escalate within this particular scenario. Totally new situation for me. We wound up exchanging numbers but nothing ever came of it. Yet, I could sense that both women were attracted to me initially and were competing for my attention.

How do you handle a two set like this infield? The thing that came to my mind as being the obvious solution was to simply ask them if they'd ever been or consider being in a threesome and then getting into a conversation about that. But, what if I wanted to focus on one girl or they're not down for a 3some? How would I go about stealing a girl away from her friend knowing that it's going to spoil the friend's fun for the night? How does chick psychology work in that circumstance?