The “lab_utils_multi.py” file is in the lab files directory.
If you only want the file: open the “C1_W2_Lab04_FeatEng_PolyReg_Soln.ipynb” notebook from within Coursera optional lab. After opening the lab, you will see a “Lab files” tab on the top left corner, browse through the directory to find all the relevant files.
My suggestions would be to download the folder completely, then open the “C1_W2_Lab04_FeatEng_PolyReg_Soln.ipynb” file on your local computer. That way, you will not miss any files/functions and will have a complete working script.