What is free speech's scope?

When discussing the recent Milo Yiannopoulos banning from Twitter, there appears to be in agreement that free speech doesn’t apply because Twitter is a private entity. End of story. But when discussing issues about discrimination in the workplace, I seem to recall there being some resistance to “private entity” claims.

If all means of mass communication are privately-owned entities, where does “free speech” apply?

And related to this, would you feel different about Twitter banning a user that was a vocal advocate of reproductive freedom or something you support? In other words, does the fact that Milo is horrible affect how you feel about this?