You can search the flights individually, or break them up into two sets of returns (e.g. you want to book flights A B C D, search A+D and B+C separately) to get an idea of which dates/times will be more expensive when doing the multi-city search.

I assume it is sometimes related to which booking classes are available so if you have something like expertflyer it will also help you to guess what to select on the multi-city search.