For playing with a friend you need the friends list open on steam

If you have the game open you can now see a Blue Button, next to text saying "Invite Anyone To Play" that button is used to open the "Remote Play Menu" wich is needed.

You have a copple of Options on how to invite the person!

Opt. 1 (you do not need to be the friend of the person you are trying to play with)
Copy link as showed in picture below and send to Friend

Opt. 2
Right click a friend in your friend list and click invite to play

Once in with both players select a Save or start a new one.

Select Local Co-Op


Both players can now Press X/A to enable choose ther caracter

Problem 1:
If any or allot of lag is noticed,
I recomed seting quality down to "Fast" as this might help
Problem 2:
Friend's controler can take controler 1 in steam this will cause your controler to not work.
you can fix this by draging his controler icon to 2 as shown in picture