I have had this issue as well. What I have found seems to work, make certain the host device world setting is shared. Then enter and wait in the setting screen. At this point the other devices should see the host device world (they may have to close and reopen the world selection screen). If this does not work on first try then close and kill the app on hosting device and reopen it. By close and kill you need to double tap the home button and then swipe the app off screen to kill it.
I play all the time with my son and this issue happens a lot. Using this technique has worked almost 100% of time. If you are paranoid you can also flip the WiFi option off and back on again while waiting in the setting screen.
I think I see what you mean. If you are saying that the multiplayer is not working, as worlds on a LAN should appear in the main list but they don't, there is an easy fix. However if you mean how to join an MCPE server on the internet, I've written about that at the bottom.
Joining a server on your local network (WiFi)
You first need to open Minecraft on both devices, turn off multiplayer game in options, open a world, then leave that world again, and turn on multiplayer game in options. This should hopefully reset multiplayer broadcasting, so it should work.
If that doesn't do anything, quit Minecraft on both devices. On your home screen, double tap the home button and end Minecraft by swiping up all the apps (all iOS users probably know this). Then, once again on the home screen swipe up from the bottom of the home screen (from the top if on android) and enable airplane mode on both devices. After ten seconds disable airplane mode, connect to your network and open Minecraft ONLY on the device on which the world is saved on. Wait and other ten seconds and disable airplane mode. Open Minecraft as normal, and you should be able to join.
Joining a server on the internet
However, as I mentioned before, to join a server there is a different method. Open the create world screen as normal, and click on the arrow button in the top right. It is next to to the advanced button.
On this page enter the name you want the server to appear as, followed by the IP, followed by the port number, usually the default.
After this, your server should appear in your worlds list, above the minecraft worlds, there are many servers availible if you have the time to find them (many have websites as well online).
Best Answer
If you have the free version you will not be able to join or create multiplayer games. If you have the premium version you have to press the button down in the corner to the right, this will take you to a menu that will say 'Local server multiplayer' it is a on/off switch, set it so that the switch gets lighter.This enables other people on the same Wi Fi network as you join your game. This works for me on the newest version of premium Minecraft PE, so it should work. The only thing is you can't yet play on multiplayer if you are not on the same WiFi connection.