Multi Window is a feature that allows you to use multiple apps on one screen. So you can open more than one app in a single screen. For example you can send a text message while watching a video. You can do that with any app you want.
Samsung has decided to change a little the way Multi Window works on the Galaxy S6. The new Multi Window is tied into the app switcher user interface. Those apps which support Multi Window will have a small twin rectangle icon in the corner.
So when you open the app switcher you will notice which apps support Multi Window and which not. To open the app and move it to the top half of the screen simply tap on that twin rectangle icon. While the app is open in the top half, in the bottom half you will get a similar stack of recent apps that also support Multi Window.
If you want to move the current app to the top half of the screen, simply long press on the multitasking button to move it and then you can pick another app for the bottom half. Once you get both apps for the half top and half bottom of the screen you can adjust the size the apps to fit on your needs.
It allows you to customize the size of the apps as you want and how you feel better. You can give one app more space than another. To go back simply hit the back button or tap on home. So you will leave the Multi Window mode.