The multipedes were a race of giant cave dwelling centipedes that were inadvertently created by the Cabal.
Unlike normal centipedes they behaved with a hive mentality and while bullets didn't seem to stop them stun pulse guns did.
When the Cabal was on a decline and nearing the end they wanted to cover their tracks and leave a path of scortched Earth behind them so they made sure to destroy all of their research materials before being destroyed themselves. There was a secret lab in an underground cave in the Columbian highlands where the Cabal kept and researched the Source Blood. After the Cabal destroyed the lab the Source Blood seeped into the ground and walls of the cave causing the local centiped population to mutate into the multipedes.
Nikola Tesla came in search of the Source Blood, but instead discovered the multipedes. The multipedes didn't kill him, but instead wrapped him in some kind of wire that Magnus described as a protein column surrounding a hollow tube like hair or veins. The reason the multipedes kept him alive was probably because he shared the same blood type as them.
After Magnus and the Sanctuary team rescued Tesla, Magnus destroyed all the multipedes by detonating a bomb in their nest which was the Cabal secret lab. The reason why Magnus believed the multipedes needed to be destroyed was so that nobody would ever try to create Source Blood from them and Source Blood could never be used ever again.
Tesla tried to take a multipede larva with him so he could use it's blood to create a serum that'd duplicate the effects of the Source Blood, but Magnus took it from him.