In this paper, we present a pathwise construction of multi-soliton solutions for focusing stochastic nonlinear Schrödinger equations with linear multiplicative noise, in both the $L^2$-critical and subcritical cases. The constructed multi-solitons behave asymptotically as a sum of $K$ solitary waves, where $K$ is any given finite number. Moreover, the convergence rate of the remainders can be of either exponential or polynomial type, which reflects the effects of the noise in the system on the asymptotical behavior of the solutions. The major difficulty in our construction of stochastic multi-solitons is the absence of pseudo-conformal invariance. Unlike in the deterministic case [47,54], the existence of stochastic multi-solitons cannot be obtained from that of stochastic multi-bubble blow-up solutions in [54,57]. Our proof is mainly based on the rescaling approach in [39], relying on two types of Doss-Sussman transforms, and on the modulation method in [16,44], in which the crucial ingredient is the monotonicity of the Lyapunov type functional constructed by Martel, Merle and Tsai [45]. In our stochastic case, this functional depends on the Brownian paths in the noise.