CapnZapp
Legend
A rogue (with a Dexterity 13 ability score or higher as per multiclassing rules) can, in a game where the optional multiclassing rules are in effect, multiclass by taking a level as something else.
Any character can, in such a game, take a level as a fighter if they have either a Str 13 or a Dex 13 score. For a Rogue that can leave her class, this is automatic: she will already need a Dex 13 to leave the Rogue class.
So our example Rogue is taking a level of Fighter. As per the multiclassing rules, this grants you a limited set of proficiencies (as opposed to what you get if you start out in that class at level 1) - including, in the Fighter's case, "simple weapons, martial weapons" (Multiclassing Proficiencies table, page 164).
This means that as soon as you take that Fighter level, you are considered to be proficient in all simple and martial weapons. Not just a number of them (like with the feat), but all of them. Just like any other fighter, in fact.
Then, when you level again, you are free to return to your previous class. Or stay as a Fighter. Or whatever, your choice - regardless you won't lose the proficiences you have learnt from any of your class levels.
Zapp
PS. Note you don't have to take a level of Fighter specifically. There are other classes that grant martial weapon proficiency, as per the Multiclassing Proficiencies table. For example Barbarian. Or Ranger. But please not that while a high-Dexterity Rogue will have no trouble fulfilling the Multiclassing Presrequisites of switching from Rogue (Dex 13) to Fighter (two choices where Dex 13 is one); he or she might very well be barred from switching from Rogue (Dex 13) to Barbarian (Str 13) by being not strong enough. Or switching from Rogue (Dex 13) to Ranger (Dex 13 and Wis 13) by being not wise enough.
Any character can, in such a game, take a level as a fighter if they have either a Str 13 or a Dex 13 score. For a Rogue that can leave her class, this is automatic: she will already need a Dex 13 to leave the Rogue class.
So our example Rogue is taking a level of Fighter. As per the multiclassing rules, this grants you a limited set of proficiencies (as opposed to what you get if you start out in that class at level 1) - including, in the Fighter's case, "simple weapons, martial weapons" (Multiclassing Proficiencies table, page 164).
This means that as soon as you take that Fighter level, you are considered to be proficient in all simple and martial weapons. Not just a number of them (like with the feat), but all of them. Just like any other fighter, in fact.
Then, when you level again, you are free to return to your previous class. Or stay as a Fighter. Or whatever, your choice - regardless you won't lose the proficiences you have learnt from any of your class levels.
Zapp
PS. Note you don't have to take a level of Fighter specifically. There are other classes that grant martial weapon proficiency, as per the Multiclassing Proficiencies table. For example Barbarian. Or Ranger. But please not that while a high-Dexterity Rogue will have no trouble fulfilling the Multiclassing Presrequisites of switching from Rogue (Dex 13) to Fighter (two choices where Dex 13 is one); he or she might very well be barred from switching from Rogue (Dex 13) to Barbarian (Str 13) by being not strong enough. Or switching from Rogue (Dex 13) to Ranger (Dex 13 and Wis 13) by being not wise enough.
