Currently multisignature transactions are not yet supported. Work is being done to accommodate multisignature transactions. A new release should be out soon.

Currently Private multisignature transactions are not supported. However, multisignature transactions are possible without the privacy.
It is possible to do a private Zcash spend to yourself, then do a globally transparent transaction (which could be a multi-signature transaction), and then the new holder of the funds (possibly you or possibly someone else) does another private Zcash spend to themselves.