You can either create extractors for the InfoProviders that makes up the MultiProvider (create a data source on the DSO, Cube or InfoObject and then activate the extractor for those data sources), or you can connect to BEx queries built on the MultiProvider.
The BEx connector has limitations, most of them are listed in the manual: Using the SAP BEx Connector ‒ Qlik Connectors
The biggest issue will probably be memory consumption. BEx queries are not originally made for mass data extraction and executing big set of data could case your SAP BW system to run out of memory. The solution is to either increase the memory in SAP BW or make smaller extractions. Best way to find out is to test.
The other limitations in short are:
No hierarchical data
No collapsed key figure structures
No customer exit variables (some will work though)
Max number of dimensions is 49
Structures must be selected for extraction
No hidden Key Figures
No hierarchy version variables
For big data volumes we recommend the Extractor or the SQL connector. But non of them can connect to a MultiProvider so you have to target the underlying objects. Extarctor has support for Delta and connects to datasources in SAP. SQL targets individual tables.
If connecting to a MultiProvider is an absolute requirement, the BEx connector is your only option for now.
Also, you now have the option to use the InfoProvider connector that was released as a BETA version yesterday. It will be able to connect to MultiProviders and will have a functionality similar to transaction LISTCUBE in SAP BW. The BETA requires you to install new SAP transports. You can find the files here: https://community.qlik.com/community/qlik_product_insight/qlik-sap-connector-v64-technical-preview