The MultiSensor Shield has various sensors and components that connect to an ESP32 microcontroller including a humidity and temperature sensor, light sensor, analog temperature sensor, RGB LED, buttons, potentiometer, buzzer, I2C connector, and more. The document provides the pin connections for each component such as the DHT11 humidity sensor connecting to pin IO7 (D4) and the RGB LED connecting to pins IO13, IO5, and IO23 (D9-D11). Examples of circuits shown include an OLED display over I2C, BMP180 pressure sensor over I2C, light dimmer, and fan control using a relay.