Multinational state is a couyntry with different nations within in, normally these nations have different cultures and languages, for instance Russia, Spain and China are multinational states.The US and Brazil although big and having some native, pre-colombian peoples are still mostly homogenous cultures comparing to the other examples.
Federal state is a state like the US and Brazil which have a core set of laws and many regional laws and local governments that are not so dependable on the central government.
Unitary state is a country which concentrates most of its administration -- laws, in one central figure,normally smaller countries are unitarians as it is theoretically easier to manage, China is an exception as it has one single party which concentrates all the power around it.
Sovereignty is how independent a nation is, it can be fully independent as a country or be part of a multinational state and then different nations will have different degrees of freedom, for instance Hong Kong enjoys more freedom than most provinces in Continental China.
Yugoslavia was first a monarchy, then a socialist country under mostly the governance of Tito and then a short lived Parliamentary Republic which disolved in 2006. As the map shows there are many ethinical and religious groups in the place and they were forced by Belgrade to stick together,with the end of Communism in Europe in 1991 the different groups saw an opportunity to break free, the forces of Belgrade did not agree and Slobodan Milošević, Serbian president tried to reduce the auonomy of the diverse groups within Yuguslavia, he was later convicted for crimes against humanity inm Kosovo.