It's not so easy, because to efficiently convert points to lines (maybe eventually to polygons), you need to have a criteria to link them, either node order, or point cloud form. Examples below.
Let's take 2 sets of multipoints.
Case 1 : entities are scattered in "easy shapes" like here. You can use a convex/concave hull or alpha shape to try and recreate the line going around, doing a polygon at the end you can reconvert to a polyline. The problem with this method is that the line might not pass through each points...
Case 2 Entities are sequenced with a ID field in the desired line order, and the software will be able to draw a line going from one point to another in the right order. If they have been digitalized or captured in the line order, you can fill a "Order" field with $id operator and use it to fill in the order field in the QGIS tool.
Should they not be ordered, you might have this :