Despite the engine reading networking data from your PC, it does not support true netplay as of yet. LAN is only minimally supported and might not even work on your machine, though you can try this with the Advanced Start submenu in OPTIONS.
However, 3DGE's strong spot is in the form of Splitscreen Multiplayer. This allows one additional player on the same machine or console to either go through the COOP, Deathmatch, or any custom Boom/EDGE modification, as long as there is more than one player start.
To start, create a shortcut to 3DGE and start it with the -splitscreen parameter. This will put the engine in splitscreen mode for the duration of your time spent in it. Ending the game via the menu will put the engine back in single-player mode. This will eventually change to a menu switch enabling splitscreen play.