The signaling for call setup / maintenance / teardown can be whatever, though. It looks like this uses socket.io with HTTPS long-polling. So you need a publicly-addressable IP (or a proxy service like ngrok) in order to host this yourself.
Assuming you host it yourself, all clients should have encrypted signaling with your server, and encrypted voice/video packets between each other. If someone else hosts it for you, they can see your signaling traffic, but -- unless they change the code to forward the media stream elsewhere in order to MitM it -- your media should still be encrypted.
However, this does make use of public STUN servers to help with NAT/firewall hole punching, which will leak your IP addresses and possibly make it so an adversary can figure out the IPs of the people who were talking to each other, based on the timing of connections. There are also public TURN servers listed which will act as media relays if the NAT traversal fails. Usually the TURN servers are dumb packet forwarders and won't terminate the DTLS sessions, so that should be fine, but I don't remember how the protocol works well enough (it's been a good 7 years since I was knee-deep in this stuff) to say that for certain.