Rodrigo,
Whether or not WebSync can handle that load depends entirely on message throughput and application architecture. As long as you don't want all 1,000,000 clients on the same channel, then you will be OK provided you have sufficient server hardware to handle the number of open connections and network bandwidth.
If you are operating at this level of load, then you will want to look at the MeshProvider, which provides huge scalability without the disk IO of SQL Server.
In answer to your second question - you only need to modify web.config.