Well now I know I can do that, but I'm still confused about 2 things :
1. How do I install the signalling server on my web server ? (as I said it's not explained anywhere I read)
2. After installing it, what do I need to do in Construct 2 ? Do I have to connect every peer to a "global" room, and then connect them in a sub-room (I'm not sure how to say that ^^') with a limited number of places (here 2, 3 or 4) when they want to start a game together ? (and connect them back to the global room it they disconnect from the sub-room)
1. You don't. You just use Scirra's. Ashley provides their signalling server for all users of Construct to use freely out of the goodness of his heart.
1a. If you want your own signalling server, you must first have a server. This brings you back to a dedicated server. There is probably some programming you would have to do on the backend then. Maybe you can find an open-source signalling server? If your primary goal is avoiding backend programming, then insisting on your own signalling server is a contradictory goal.
2. The multiplayer plugin should automatically (maybe?) connect to it to find hosts/peers. I've never used the multiplayer plugin, so I can't say for sure.
See my links here:
3. If you want a private tutorial on how to use AWS, I'll be happy to PM you a bunch of links to useful tutorials that I used.