Neither Godot nor Unity have built-in networking support.
Unreal Engine does have some built-in networking support, and with the companion Epic Games Services, you also get accounts/lobbies/etc. The built-in networking support can also be re-purposed for Steam, Google Play, or the iOS game kit.
Often, lobbies are actually just another “game level” running, where the rules are different. (In Unreal speak, this is a different GameMode.) Then players that match up and want to play, use server travel to all join the “game” they select.
It is actually possible to build a reasonable game on top of Unreal Engine with entirely just blueprints/wiring, you don’t have to write C++, at least for moderately simple games, but if you want to dive in deeper, Unreal requires C++. Also, Unreal requires pretty high-end target (gamer) hardware, and very high-end development hardware, or you may suffer quite slow build times. On the other hand, Unreal solves a bunch of problems that large teams run into, that the other engines can’t solve – things like “we have multiple level designers working on the same level at the same time, and they need to interact through central source control” and such.
Source: https://www.gamedev.net/forums/topic/711881-linking-unity-or-godot-to-networking/5445882/
