Multiphysics simulations that involve multiple coupled physical phenomena quickly become computationally expensive. This imposes challenges for practitioners aiming to find optimal configurations for these problems satisfying multiple objectives, as optimization algorithms often require querying the simulation many times. This paper presents a methodological framework for training, self-optimizing, and self-organizing surrogate models to approximate and speed up Multiphysics simulations. We generate two real-world tabular datasets, which we make publicly available, and show that surrogate models can be trained on relatively small amounts of data to approximate the underlying simulations accurately. We conduct extensive experiments combining four machine learning and deep learning algorithms with two optimization algorithms and a comprehensive evaluation strategy. Finally, we evaluate the performance of our combined training and optimization pipeline by verifying the generated Pareto-optimal results using the ground truth simulations. We also employ explainable AI techniques to analyse our surrogates and conduct a preselection strategy to determine the most relevant features in our real-world examples. This approach lets us understand the underlying problem and identify critical partial dependencies.