You can create a lobby or join to an existing one.
Only thing synchronized currently is the players's position and rotation, so you can't play normally together yet. There are no starting house or items for the people who joined and no interaction or player customization can be seen YET.
You can join to a lobby if you click the Lobbies button in the main menu, select a lobby (if there is any) and click join.
Or you can create one if you start a new game, press esc, click Lobbies button and set up the name, max players and lobby type (currently friends only and invite only are not working, only public is tested).
You can hide the lobby screen if you click the Lobbies button again.
You can also load a save and create a lobby, but new players start at where the starting house would be (currently), so if you are far away, you can't se eachother.
I know, chat needs a lot of new things and fixes, and players need animation, these are just the first steps now.
If you want to have a nice walk with your friends (or strangers) in the desert, you can access this version if you right click the game in you steam library, select properties, betas tab, and from the drop down menu select "beta - upcoming version test" or "multiplayer_test",
these two are the same currently, but multiplayer_test will be the latest first if I upload a new version to test.