First you open your game and run your non-dedicated server; When your server is opened and running nicely you ask then to join your match! make sure everyone has the same mods subscribed on workshop and everyone is up to date with everything! that should cover it!
You can toggle the Session filter to Non-dedicated sessions. You can find it at the bottom left. If you want to join a server hosted by your friends, type the Server's name on the Name filter at the top. Then, select the Join option to join a Non-dedicated server in ARK.