Can you connect multiple devices to it(lights, speakers, signals)?

Yes you can i would put a seperate fuse to each but remember the wattage. Get whatever wattage you need...i.e., led lights-1-3 watts signals- 1-10 watts, speakers/radio-10-?? Watts

Why does the main battery + input say 32v with a 33v 20a fuse if it can go up to 84v on the battery input?

Output power is limited to 360w regardless of input voltage. Maximum input current will vary based on the input voltage. At higher input voltages it will require less input current. At it's maximum rated output, input current will be maximum at the lowest rated input voltage, in this case they are indicating 33V. The fuse will be rated for that maximum input current potential, which again will occur at 32V.

Does the ground wire go to the 12v ground or 72v gound/negative terminal?

The black thin input wire connects to negative 48/72v battery terminal and red thin input wire connects to positive 48/72v battery terminal. The thicker wires (positive output yellow wire and negative output black wire are for the reduced 12 voltage source like a radio, etc. The thin orange wire ties into power side of the on and off switch. I recommend this because when the switch is off, anything that is 12volts will be off. This way you won’t run down your batteries without knowing it.

Wiring to golf cart, but need a constant wire for +12v to headunit. I want rest of golf cart power to run off key switch. Possible?

Wire the power converter directly to the + terminal of the battery through a fuse holder/ on-off switch. The switch will serve to turn the head unit on and off.