How can setup Windows client to update only 1 host?

You can assign a 'Location' to the host in the Control Panel. In the Windows client, you can fill in the 'Location' and then it will only update IP address for this one specific host.

How do we differentiate it on Dynu Client in order 2 different IPs from 2 locations?

You can assign a 'Location' to the hostname in the Control Panel. In the Windows client, you can fill in the 'Location' in the 'Settings' tab then it will only update the IP address for this one specific host."

THE INSTRUCTIONS ABOVE ARE OUTDATED

As of May 2021 here is how you do it now:

Log in to your Control Panel on the dynu website.
Click the DDNS Services icon.
Click one of the domains (it really doesn't matter which one).
Click the Groups icon (over on the right).
Type a Group name in the box (it can be anything: "Home", "Work", "NoWhere", etc.).
Click the Add button.
Click the newly created group at the bottom.
Move the domains that you DO want updated to the box on the Right.
Leave the domains you do NOT want updated in the box on the Left.
Click Save.
Now Open the Windows client on whatever Computer it is installed on.
If you are already logged in, log out of the client.
On the Login screen of the client is a box you can type in the Group name you created in step 5.
Log back into the client.

It should now only update the domains you have assigned to the group.