If you are using EU 1 then you can only play direct by previous agreement with other players. One player (I recommend the one with the slowest PC and connection) has to be the host, he finds out his IP address (do winipcfg or ipconfig in start-run) and emails or phones it to the others. He then chooses a scenario in the MP options as Host, the others choose Join and enter the host's IP address and then choose countries.
If EU2 you can use the above method or connect to the dedicated server Valkyrienet, and see who is there and available to play. You will see the VKN option under the MP options.