Replaygain doesn't change the file itself.
It is a measurement of the files audio volume against a set level. Then the file gets a tag (metadata) for the volume adjustment.
To put it simply: ReplayGain turns up the volume an appropriate amount when playing a relatively quieter song/album and turns down the volume an appropriate amount when playing a relatively louder song/album.
Pretty much any music player should support replaygain including VLC.
https://www.reddit.com/r/headphones/comments/962a0c/replaygain_the_solution_to_constantly_changing/
I can't say that I haven't thought about audio volume correction for streaming audio.
There must be a way of doing it as Spotify and other services have a version of replay gain.