We recommend that you make the scene, you want experience together, available to all participants via the shared folder option described below - to make sure all are using the exact same scene.
If you are not able to access the same shared folder for the scene, you may want distribute both the session code and the scene file itself. It is recommended to create a .ksp package in KeyShot, so that all the necessary resources (such as textures) are part of the file itself, and will be shared along with the scene. If you plan to view the baked version of the scene, it is also a good idea to share the baking cache (filename.bake, located next to the scene file). This way, each user does not have to generate their own baking cache.