Let us consider that there are 3 variables similar to the independent variable X from fig 2.2.
At each node, All the 3 variables would go through the same process as what X went through in the above example. The data would be sorted based on the 3 variables separately.
The points that minimises the mse are calculated for all the 3 variables. out of the 3 variables and the points calculated for them, the one that has the least mse would be chosen.