As of today 05.11.2011 MDI support is started in lazarus.Qt linux, Qt win32 and Qt MacOSX are fully implemented.MDI for win32 widgetset will be implemented in some reasonable time (I'll give my best), and also after that mdiemulator for gtk2 and carbon.
AFAIK it was decided not to develop MDI because- it is a Win only thing (so not x-platform)- in Windows it is abandoned (at least by MS) in favour of SDI, or some sort of tabbed document interface