There is a couple of theories we could talk about that propose the existence of a multiverse.

In the String Theory, there are 11 dimensions: 1 time dimension plus 10 spacial dimensions the idea is that tall these spaces are different extemal points in a large multi-dimensional space. Each verse is like a bubble in an ocean made out of dark energy,

The many-worlds interpretation in Quantum Mechanics states that new verses are created all the time, where each possibility that can exist does exist; let's put it this way, in Schrodinger's cat experiment, when you open the box, one universe is created where the cat is alive and another where the cat is dead.

I personally don't find the many-worlds theory sound, but I incline to believe in the existence of a multiverse as string theory states.