This is a kiddy-talk thread again.

No professional (and it needs a professional for a real mmo game)
would buy an engine, and then say: Oh, I bought this engine, no why
cant I click the "make my 100.000 clients MMO Game button".

Gamestudio is in the firt place a 3D Engine, so It is of course capable
of Displaying! a MMO Client.

The MMO Server architecture is something that can be realized indepenently
from 3dgs, or with the 3dgs inherent capabilities.

If you use the native methods, you dont need external dlls etc.
But you have to do lots of workarounds, and the need to understand
how to make efficient data-transmissions.
The netwok protocols are somewhat "oriented" at small shooter games.
For a massive client support, you need to seperate the datatranmission from
the entity representation in the gameplay.
You cant simply transmit everything, every frame that the entities do on your
server. This does not! work for a MMO Game, it just works for shooter games with
a small amount of clients.

The better choice is to use an external framework, or dll.
You can check the GSTNet plugin, and its capabilities for example.

If you can display! your MMO Game with 3dgs, you can make the game-client with
3dgs, but you have to work on a framework that supports the data-transmission
and syncronization with the gameserver.

You can even use a Java framework (Java is great for multiuser applications)
and use 3dgs as the displaying slave.
Even the server can be realized in Java.
You just have to provide a data-bridge between Java and 3dgs.
You do the server-client architecture in Java, and the rendering and Inputs in 3dgs.