Is it real to know from which sites WebGL game is running?

Hello!

My game is running on several sites.
I wanted to know which sites give best traffic.

How I can check it through the Unity Analytics?

Unity Analytics would not have information with regard to which server the game is running on. You could consider sending a Custom Event with your game in your next release which could contain this information Unity - Scripting API: Analytics.Analytics.CustomEvent

if I understand you do not have the opportunity to make a group by
if I don’t know the site names in advance, I’ll have to download analytics and use third-party services to get analytic info.
right?

I’m not sure if you are asking a different question now. Nothing else should be needed, just send a Custom Event with the IP address of the server (for example). And yes, we don’t support Group By. But you could report by IP value and compare, as long as you only have a few IPs.