Same as other proxies, you need a proxy server which runs V2Ray. Then you can connect to internet through that server from you PC, mobile or other devices.
V2Ray supports connections from multiple devices at the same time, with optionally different protocols. In the mean time, the local routing mechanism can smartly proxy necessary connections only.
In the case you don't want configuration V2Ray on each of your devices, you may setup a server within the firewall, and then all traffic go through that server. The server does routing itself.
The internal of V2Ray looks like below. It supports multiple inbound proxies, and multiple outbounds. Each of them are independent from others.
- You have to configure at least one inbound and one outbound to make V2Ray work properly.
- The inbound proxy communicates with client software such as browser.
- The outbound proxy communicates with remote server, such as Apache for a website.
- The dispatcher is responsible for choosing a outbound for a given connection, based on configurable rules.
Detailed configuration can be found here.