In 5e multiclassing is allowed (every race can multi class if they have appropriate stats for the new class). Currently it is not implemented in BG3. However, given the way ASI's are awarded (every 4th level in an individual class, not total level) multi-classing is considered pretty weak aside from some specific multiclass combos.
That said, in 5e a decent amount of multiclassing has been rolled into subclasses and background. So yeah, in your example a Fighter with the Eldritch Knight subclass and a background granting proficiency in thief's tools/slight of hand will probably be better than a multiclasses F/M/T.
