I solved the issue editing the file class-wpmfu-file-upload-handler.php in class folder replacing the line:
$filename = str_replace( $wp_upload_dir[‘url’] . ‘/’, ”, $url );
with
$filename = str_replace( $wp_upload_dir[‘baseurl’] . ‘/’, ”, $url );
and replacing the line:
$attach_id = wp_insert_attachment( $attachment, $url);
with
$attach_id = wp_insert_attachment( $attachment, $filename);
Thanks