Implement Unity Gaming Services Lobby and Relay for peer-to-peer multiplayer

Steps

1. Enable Lobby and Relay services in the Unity Dashboard and add com.unity.services.lobby and com.unity.services.relay packages to your project.
2. Initialize UGS and authenticate each player as with Cloud Save; each player needs a valid Unity Authentication session.
3. The host creates a Relay allocation with await RelayService.Instance.CreateAllocationAsync(maxPlayers), receives an AllocationId and a JoinCode, then obtains relay server connection data.
4. The host creates a Lobby with await LobbyService.Instance.CreateLobbyAsync(lobbyName, maxPlayers, options) and stores the Relay JoinCode in lobby data so clients can retrieve it.
5. Clients query or join the lobby with JoinLobbyByCodeAsync or QueryLobbiesAsync; on joining, they read the Relay JoinCode from lobby data and call RelayService.Instance.JoinAllocationAsync(joinCode) to get their relay connection details.
6. Pass the relay connection data (server endpoint, allocation ID, connection data) to your transport layer (e.g., Unity Transport / Netcode for GameObjects) to establish the actual connection through Relay's TURN server.