Hey AlexisGo,
is your Lobby open? When not clicking P on your keyboard to change the lobby privacy.
When its open try to join in a party by clicking join session.
And where do you have the problem? In Multiplayer or in Zombies.
In Multiplayer: One of your friends must join a server and have to join via F10 and double clicking on his name.
In Zombies: Try to join his party.
See ya