This is where you run an executable, probably not on your personal computer, that does the heavy computation behind the scenes. If you are just looking to play with a couple friends in a private scenario, please check Local Multiplayer.
You should have experience with command-line interfaces and networking before setting this up. Alternatively, you can rent a dedicated server. There are multiple providers out there and for a fee they will set one up for you. We can’t recommend any as we don’t want to unfairly endorse any providers.