Dear Daniel

Can You please clarify Your question? Because as far as I understand it now, STRING basically shows exactly what You need - PPI network based on multiple sources. Uisng this network, You can easily extract Yor targets from the graph and see if they are connected and what is the nature of connection (co-expression, co-occurrence, etc.)

Dear Daniel

You can download the score of each nodes from "Export" part when you draw your network and use the informations together to design your desired graph (maybe by Excel).

Whatever you need is can obtain through STRING itself. If not try Reactome pathway server.