The Multiverse is the infinite agglomeration of all realities in the series, with them being alternate versions of Earth or completely differents places. Many beings in the series comes from other worlds and it's a fundamental theme of the series.
The worlds may be more or less close to each other, in fact, in some cases it may take more time to move between them. Other implications are the fact that these worlds can overlap by creating holes that creatures and people enter or leave.
Each world can be equal to another or with large or small variations, such as being in a different historical period. There are completely original worlds, totally different from each other, more or less strange worlds, where the laws of physics and logic vary.
There are Earth-like worlds, such as Khandaria, the Twilight World, the Black Dimension etc... to places like the city of Eblis, where the Un-deads are vulnerable or universes where fire, rocks or comets are living creatures.
There are also strange and bizarre worlds, such as that of the Nursery Rhymes and the city of R'lyeh, where the spatial dimensions are more than four or the geometry is not Euclidean. In the Multiverse there may also exist smaller areas, which are suspended between the worlds or exist in their own spaces, such as the Theatre of the Lost Steps, the Enchanted Village of Radzin or the Dollhouse, not real universes, but areas circumscribed and separated from the other worlds.
There are also areas other than worlds, such as temporal vortices or abysses of nothing, a kind of hyperspace that surrounds some universes or remains when one of them disappears.
The only rule that applies in almost every world is that of 'Adaptation', that is, an intervention that the Multiverse operates on travellers, like an immune system. When a being arrives in another world, he will immediately be able to communicate in the language of the inhabitants of the place where he arrived, and gradually he will begin to lose the memory and identity of the world to which he belonged, so as to integrate himself totally into the new. The same thing applies if you are still traveling in another world or you return to the world of departure. People with special skills can last longer in this process, such as the Dampyrs and the Un-deads, even if they succumb to it. Those who are endowed with superior mental abilities instead are immune, as the Masters of the Night, The Ameshas, the demons of The Other Side etc...
Outside the Multiverse is the place where the Great Old Ones reside in their real form.
To move between universes you travel from one world to another, or you follow specific channels and paths that give on several worlds, but there is another type of space, the non-where. It’s about the fabric that exists between universes. The non-where is a mysterious and complex place, reality is not always the same, it changes, it deforms and its laws are even more strange and unpredictable.
The non-where is the boundary between reality and dreams, between existence and non-existence, therefore the worlds and the inhabitants can exist and then not exist, or change totally depending on the moment or the one who visits it. Normally you can not access it, in fact, we see them only with the mind when we dream, but with portals or specific guides you can reach them physically. Some examples are the Alam-Al-Mithal of Mandhur, Carcosa, Ulthar etc...
In the Multiverse time is not stable and changes according to every world. It can be like ours, faster, slower or backwards. One example is the America of 1800, in which Harlan spent many years, and yet only hours/days were spent on Earth. Another case is when the House ended up in a time vortex in which time was very accelerated, and then ended up in another in which it flowed backwards.
Travelling between worlds is possible, and also a quite common thing for more advanced civilizations, but there are many ways, methods and rules. The Ameshas and those of the Other Side know how to do so, but are obliged, both by the Law of Balance and by their own abilities, to pass through roads, tolls etc... so that every trip is recorded, Let us not have the countless problems that reckless use of it would bring.
They themselves cannot travel to a world they do not know without the guidance of someone or if they do not know where they are, since every world has coordinates, an example is Lady Nahema, who was stuck in a world inhabited by fierce creatures.
Then there are objects and structures, each with different operations, the result of arcane or unknown sciences, which allow you to open passages or move directly.
Even words and formulas can do it, in specific combinations or conditions, for known or unknown reasons, from books considered magical to mathematical formulas of space-time portals.
Finally, it is possible for some to move freely or not, using their own psychic powers or personal abilities. In the first case we have people like Simon Fane and Tiny, in the second Sho-Huan, Thorke and others.