That largely depends on how your network operator has things setup, but based on Vodafone NZ you can only make connections from the mobile to a internet based address, not another mobile.
The normal and prefered method is to have the mobile connect in client mode to a internet based server. VodaNZ do have particular APNs that allow the mobile to setup a listening port and accept connections from internet based clients, but this is a non prefered method of operation for obvious reasons. However mobile to mobile connections are not possible.
I am sure you could setup some routing app on an internet based server to route to mobiles together.
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