ONE Hydrogen Atom, page-50

How do we know this?

We know it from the equations of General Relativity, specifically the Einstein Field Equations which relate the distribution of mass and energy to the definition of space and time.

If you have a region that is completely empty of matter and energy, space and time are not defined.

Where did the matter & energy come from?

We don't know. Our laws of physics only start working at 10^-43 seconds after the Big Bang. Something beyond our current understanding.

Your theories and assumptions don't account for much if you don't even know "anything about what that multiverse might be

That's why we don't bother ourselves much with questions about it. It's a pointless question because it's untestable with our current theories. Mathematically it's not such a big problem - we've been able to model multiverses since the late 1800s using a branch of mathematics caused Differential Geometry, and Einstein used that mathematics to develop General Relativity in the early 1900s. It's fairly trivial to model multiverses of however many dimensions you want. You can have 10 space and 3 time dimensions if you want. You can throw in negative or imaginary (ie square root of -1) dimensions, whatever you want.

But since we can't observe it, it's all pointless because we can't test any of these models. Unlike General Relativity, which we can test with observations of the world around us.