If you want to give users a wallet in a mobile app, you would need to start with an open source wallet developed for bitcoin, and then adapt it for use with MultiChain. You can see some initial work in this direction at the bottom of this page: http://www.multichain.com/developers/
For a web app, you could extend the MultiChain web demo to allow multiple users, each with their own address. However you should think carefully about whether you want your users to hold their private keys themselves, or else trust you with doing so – each has its advantages and disadvantages.
Finally the direct way is to have users download MultiChain and connect to the blockchain directly. However this may be asking too much of your users.