Steam games, like CS;GO, have VAC enabled servers by default. Games not made/ owned by Steam either have to enable it on their end, or create their own anti cheat. Even then there's no guarantee of a ban on non Steam games. This trainer may be popular here, but Cheat Engine is the culprit for most of the cheating on MP.
In short, MrAntiFun might be able to make it so the trainer only works in SP (I have my doubts it can be done), but it will change nothing. MP will still have plenty of cheaters due to CE.
Btw MAF, thanks for the trainer.