The multi-energy system, encompassing electricity networks, district heating networks (DHNs), and hydrogen-enriched compressed natural gas (HCNG) networks, provides an alternative for enhancing operational flexibility. This paper investigates a data-driven two-stage scheduling strategy of multi-energy system to promote uncertain renewable energy integration and improve economic benefits. Dynamic models for DHNs and HCNG networks are established, and the flexibility of multi-energy system is quantified through distribution-level power aggregation. To compromise flexibility enhancement and operational cost reduction, the multiobjective day-ahead scheduling optimization is conducted based on adaptive batch-ParEGO method. Taking day-ahead scheduling as a baseline, a data-driven real-time dispatch method is proposed based on the deep deterministic policy gradient algorithm, which adaptively modifies the energy management scheme in smaller temporal dimension to address uncertainties on both the load and source sides. The performance of the proposed two-stage scheduling method is demonstrated through numerical tests.