Is CRF suitable for multi-words Named Entity Recognition?
Absolutely. If you look at the training tutorial, it implies that this isn't an issue at all. When using multi-word entities, you typically need to use a IOB or BILUO tagging schemes, which helps your model train better.
But from a mathematical perspective, there aren't any restrictions for a CRF, as CRF models the likelihood of particular sequences/transitions. Often, people set restrictions for particular transitions if you know in advance that they aren't possible. But by default, all transitions are allowed. In sklearn-crf, allowing all transitions is done by using the all_possible_transitions=True argument.