Here are the basics of what needs to be done, just for some perspective:
1) Code to allow the game to make a connection either to a server or to other devices directly
2) Code to allow transfer of data via that connection
3) Modify the engine so that it updates your local client with changes happening on the other connected clients
4) Modify the engine so that every update you do in your client is sent to the other clients
If we just look at the workflow and logic of things, it sounds super duper easy. Sadly, the actual implementation is not.
1 and 2 might be easier especially if you use a server but that will lead to another step, setting up your server which will then be the harder part. 3 and 4 will be a huge task because as zalerinian and bgillisp said, the engine wasn't really made for multiplayer.
Basically, if you want to make a multiplayer game on RPG Maker, make sure you're ready to spend a lot of time and money for that. Or lots of time and studying and practice if you wanna try coding it yourself.