Your only option on PC is a Direct IP connection. Either you'll need to host a game and provide your IP to an opponent so that they can connect to you or they'll host a game and provide you with their IP so you can connect to them.
You don't need any additional software, though depending on which security software you have installed you may need to adjust some settings so that the connection isn't blocked.
The game should tell you your IP address, otherwise you can find out your current IP address by going to whatismyip.com.
your just going to play againts people you know,if you try playing from people lets say europe asia or stuff like that the game gonna get delayed and you probely get sick of it