Online Multiplayer
Currently, connecting to another player online, requires you to follow certain steps. These are the alternatives available
Connecting to a VPN
Some users connect to a VPN and then use the IPs that are provided by the VPN when connecting to the game. A popular option is to connect through Hamachi. You can check out the Hamachi documentation here: https://documentation.logmein.com/documentation/EN/pdf/Hamachi/LogMeIn_Hamachi_UserGuide.pdf
Allowing Port Forwarding
A second option is to allow Port Forwarding in the host router of one of the players. This process requires access to the Local Router, which differs from brand to brand.
This guide will give you the basics of Port Forwarding. For more detailed information, check the documentation of your router.
In order to do port forwarding, you need to have access to your router's configuration. If you are in a shared network, where someone else has control over it, it won't be possible to follow this guide.