Q:

How can multiple datasets be used with JFreeChart?

How could I add to a plot an OHLCSeriesCollection  and a TimeSeriesCollection , in order to represent their values in the same chart  ?

A:

Both OHLCSeriesCollection and TimeSeriesCollection are based on XYDataset so you should be able to add them both to an XYPlot with something like the following:
JFreeChart chart = // create your XY chart here.
XYPlot plot = chart.getXYPlot();
OHLCSeriesCollection ohlsSeriesDataset = // create you ohlc dataset here.
TimeSeriesCollection timeSeriesDataset = // create you time dataset here.
AbstractXYItemRenderer olhsSeriesRenderer = // create your ohlc renderer here.
AbstractXYItemRenderer timeSeriesRenderer = // create your time renderer here.

plot.setDataset(0, ohlsSeriesDataset);
plot.setDataset(1, timeSeriesDataset);
plot.setRenderer(0, olhsSeriesRenderer);
plot.setRenderer(1, timeSeriesRenderer);

The type of renderer to use for olhsSeriesRenderer and timeSeriesRenderer really depends on the type of chart you want to generate so I cannot give you specifics here.
I have not tried this myself with XY datasets, but I have been able to do combine CategoryDatasets using this.

