JAXP doesn't yet have any support for XSLT 2.0. Presumably you're using Saxon via JAXP interfaces. If you want to do anything with the multiple result documents other than write them to filestore, you will need to write an OutputURIResolver which is notified of each document as it is written. This is very similar conceptually to the JAXP URIResolver for input documents, but of course you will need to use SAXON-specific methods to set it up.
Author, XSLT Programmer's Reference and XPath 2.0 Programmer's Reference