If it does, where's the documentation? Are there any additional fee for multisig tx?
Yes it has been supported since the launch of tezos however the contract was not publicly advertised in the beginning.
Now @arthurb has published an implementation.
Quoting his announcement on reddit
It is supported. You can deploy https://github.com/murbard/smart-contracts/blob/master/multisig/michelson/multisig.tz for instance.* More user friendly CLI support is coming but you can already use this. (*) It's implemented in a straightforward way, and its properties (no replay, need the sigs etc) have been formally verifed, nevertheless please read the license https://github.com/murbard/smart-contracts/blob/master/LICENSE
The Tezos command-line client features a few commands for interacting with the Michelson multisig smart contract.
These commands are listed in the section named "Commands for managing a multisig smart contract" of the client manual (https://tezos.gitlab.io/master/api/cli-commands.html).
More gas is required than for a direct transaction, the precise amount of extra gas depends on the number of signers.