There's no additional software required.
Probably the quickest way to get a multiplayer game is to use Valkyrie net, go into the HOI channel, and wait for a game. Make sure you are patched to the latest version (1.06c currently) and wait for other players. If you are prepared to host, you will find a game much quicker. Be warned however, these kind of 'pick up' games in my experience, are rarely long. Obviously the more you play, the more you will learn about which players you prefer playing with.
The better alternative is to join an established group through either the players association, or by posting a request for a game here. Neither of these will give you an instant opportunity for a game, but they will generally mean that when you do play, it will be with more reliable players, who won't drop out at the first sign of trouble.
The important thing is to also be upfront with your experience, rule requests, and availability. Do this, and however new you are, you'll find people will want to play with you again.