Networking is one of the more complex things you can do as a programmer. Thankfully, Unreal Engine has been designed with networking in mind since the original Unreal Engine released in 1998. Unreal uses a client-server model for communication between multiple computers. In this case, the server is the person who started the game and the clients are those who are playing the game with the first person. For things that are happening in everyone's game to work correctly, we need to call certain code at certain times for certain people.
For example, when a client wants to shoot his/her gun, they send a message to the server, which will then determine whether they hit anything and then tells all the clients what happened using replication. This can be important because some things, such as the game mode, only exist on the server.