Yes. check out my Network Stream for some basic knowledge:
Check out this link, to learn about the Network Framework:
You can only play in the Internet by either using a Subsystem like Steam or having you own MasterServer (needs coding) or by only allowing the Player to join directly through the IP. The normal UE4 network doesn’t have an implementation for Internet Games.
I don’t know about a Tutorial that covers creating such a Game step by step, so you need to learn the basics and create it yourself. There are a lot of things you can look at to get a basic grasp on how to do these things. For example the Shootout Game uses BP Network. If you know C++, you can also have a look at Tom Loomans Survival Network game or the ShooterGame.
There are also Network Tutorials on Youtube. For example this one by epic: