The Construct 2 Example "Multiplayer Chat" is connecting to "wss://multiplayer.scirra.com". Works fine.
But I want set up my own wss. How? What do I need? I have a own Website, hosted at a webspace.
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wss is the WebRTC Signalling Server. You would need something a little more complex than just a standard hosting package. If you are feeling like really digging into this you can find a well-documented example of setting up a video and text chat application using WebRTC here: https://bitbucket.org/webrtc/codelab
If you just want to set up the server, jump to step 5, "Set up a signaling server and exchange messages"
I haven't tried it myself, so i don't know if this server would be compatible with Construct2 right out of the box, but it's worth a shot!