I think you are confusing universes with dimensions.
In the case of the invisible man, he is able to
disappear into a higher dimension (the fourth,
which is not perceivable to those of us stuck in
three dimensions). Think of the case of a flatlander living in two dimensions. Someone like you who could move in a third dimension would seem to shrink down into a point, and then disappear from his world just by changing position.
There are certainly theories about our universe having higher dimensions than the ones we see.
And if they exist, then we move through them all every time we move. The trick is to learn how to expand them to make them usable for transportation. Then we would have to learn to navigate thru them to figure out how to end up where we want to. But when we emerge from that hyperspace, we would still be situated somewhere within the same universe that we started out in. That is the basis for any type of
"hyperspace" travel we might someday be able to do. But that hyperspace would exist WITHIN
the higher dimensions that are already present within THIS universe.
The multiverse theory maintains that there are other universes that exist along side this one.
But these are completely independent universes, totally sealed off from any other. Each one would have its own number of dimensions, its own hyperspace connections internal to it. Higher dimensions within one universe would have no connection to any other, nor any way to reach any other. By definition, a
"universe" contains everything within itself.