It works for me (see below). What is the error you're getting and could you provide the code that produces the error? Are you using the 'NumColumns" parameter in the call to legend? What's multicolumn?
x = 0:.2:pi;
y = sin(x);
err = ones(size(x))*.2;
figure;
eh = errorbar(x,y,err);
hold on
eh2 = errorbar(x,y./2,err);
legend({'ex1','ex2'}, 'NumColumns',2)
