make sure the stratum proxy is turned on in the settings, then scan hardware (shouldnt need to scan in newer versions) then righ clock the proxy device, set the coin it is to mine, then click start.
If you close MultiMiner, and reopen it, then you need to click start again.

then point all your miners to the MultiMiner box IP address and the port for stratum or http port of your proxy. Ensure any firewalls have the port set to open (eg windows firewall).