Although check_multi has numerous options and a configuration file the configuration is more or less simple.
For the beginning you only need the file option -f and can start with the command line:
$ check_multi -f contrib/check_multi.cmd
That's all.
For the details have a look into the format description of the command file and the plugin call options.
The nagios integration is plain forward and the Macro support is a feature often used in large installations.