"Better with friends!"

(In later versions) Multiplayer is best to play in the level format with a specific challenge, the explore mode can still work though, but it is mostly for singleplayer and isn't really competitive to play. Currently, you have two options to play with other people.

Do not leave the game if you are hosting! This will cause everyone else to disconncet.

LAN (Local Multiplpayer)

This option is easy to set up and is free to do. However, only players on the same network as you can join, unless other people are connected to the same VPN server as you are, in which case you can play with other people online without much of a complex setup.

For programs that are good for this case, you can use the following options:
-Hamachi (Free tier available, requires account)
-Parsec (Free tier available, requires account)

Free internet hosting

This option lets everyone join and it is free to set up, this can, however, be tricky to set up and may require some extra system resources. Once you do go this route, everyone will need to connect to the game session you are hosting with the ip address of your machine in order to join (note that this is the case with multiplayer in games without additional layers with such Steam, this game is not on that platform yet). This game uses uPnP when opening to the internet. If this option fails, you can use manual port forwarding and forward the TCP and UDP ports 10193. Or you could use the VPN route described in the LAN section.