I just bought a new note 2 about 2 hours ago. I asked the saleman if it had the multi window support and he confirmed that it did and I can see the support from my own searching as well. I cannot, however, seem to get it to work. Ive tried pushing and holding the back button as well as checking for updates. With a quick look through the apps I didnt see anything that seemed to indicate it.
If you don't see the Multi-Window option in your Settings menu or in your notification shade, your phone may not have been updated to have the Multi-Window feature yet. Some people have been successful in calling Technical Support to have the update pushed to their phones. There is another thread on here that shows other methods that people have tried to force the update on their phones. I would try the Technical Support option first, or wait to see if the update comes to your phone.