I've done this a zillion times on DL. As long as it is all on one ticket (with one PNR), it doesn't matter if you chose a connection offered by delta.com or if, using the multi-city option, you "forced" a connection that was not offered, you can still check you (and your bags) to the final destination. If it is two separate tickets (with two separate PNRs), then you will probably need to ask the GA to check you (and your bags) thru to your final destination.

For example, if my origination is BOS and my destination is RDU, delta.com may display flights routed via JFK. Using the multi-city option, I can "force" a connection at CVG instead of JFK. However, since it is one itinerary and one PNR, I can check me and my bags thru BOS-CVG-RDU because DL perceives that the final destination of the PNR is RDU. However, if I buy two separate tickets, one BOS-CVG and one CVG-RDU, each will have a separate PNR. When I check in the first flight, DL will perceive my final destination to be CVG. In that case, I would need the agent to intervene and check me thru to RDU.

The fact that the interary was created using the multi-city option doesn't affect this one way or another. What affects this is if it is one or two PNRs.