This is a traceable player route, not an in-house test or an official recommendation. Use it as a route to verify in your own run.
Short answer
Sephiria supports online co-op for up to four players. That player count and online-co-op support are listed on the official Steam store page.
How community documentation says it opens
A co-op reference reports that multiplayer becomes available after the tutorial through the Mysterious Door. Because this specific sequence is not stated on the official store page, it remains community evidence and may change with progression updates.
- Finish the opening tutorial
- Return to the relevant hub area
- Look for the Mysterious Door and online lobby flow
If you cannot connect
Confirm that every player has completed the required opening progression and is running the same game version. Steam networking or host issues are outside what the cited sources can diagnose, so avoid deleting saves or changing system files as a first step.