Complex networks are characterized by latent geometries induced by their topology or by the dynamics on them. In the latter case, different network-driven processes induce distinct geometric features that can be captured by adequate metrics. Random walks, a proxy for a broad spectrum of processes, from simple contagion to metastable synchronization and consensus, have been recently used, Domenico [Phys. Rev. Lett. 118, 168301 (2017)PRLTAO0031-900710.1103/PhysRevLett.118.168301] to define the class of diffusion geometries and pinpoint the functional mesoscale organization of complex networks from a genuine geometric perspective. Here we first extend this class to families of distinct random walk dynamics-including local and nonlocal information-on multilayer networks-a paradigm for biological, neural, social, transportation, and financial systems-overcoming limitations such as the presence of isolated nodes and disconnected components, typical of real-world networks. We then characterize the multilayer diffusion geometry of synthetic and empirical systems, highlighting the role played by different random search dynamics in shaping the geometric features of the corresponding diffusion manifolds.