In the present state of Honkai: Star Rail, multiplayer play and cooperative play are not supported. There is no single feature in this game that allows you to team up with your friends online to explore the world with them, even though you need an internet connection to play.
Online Features Are Available
The game does not offer multiplayer or co-op modes for players to explore worlds together, but there are still some online features available to players. One of Honkai: Star Rail’s few online features is the ability to chat with others and lend or borrow characters.