To play with friends you need to do the following -
Both have Internet connection on private (there is a tutorial on this website with how to turn it on)
The host - Go to whatever mod you want to play > Launch mod > Then choose play with friends option > Host lan game > change from single player to nazi zombies and press okay > open console (~ button) and type in SP min players 2 ( 3 if you three players and 4 for four players) then ~ console button again and type xpartygo ( they can only join you once you start the match)
The person joining - does not load up any mods > go to cooperative > Press F10 > Friend name should pop up (both HAVE to be friends on plutonium ) > Join up