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.)
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).