So if you guys are playing from the same network you need to go into your multiplayer settings in the launcher (not the game) and select the LAN mode (and the network you're both on in the following popup).
Generally with online play (so if you're not doing LAN), you're going to want to forward ports 1000-1005 UDP. And in either case, make sure your firewall and possibly antivirus have exceptions for the game.