Setting up a local server might seem hard, but it's very simple.

First of all, subscribe to the required mods:
Original East Wind Coop (Beta)
CBA_A3
INIDBI2 - Official extension

Start the game with the mods enabled through the launcher.

To setup your local server go to Server Browser -> Host -> Internet / LAN (enable UPnP if your router allows it) -> Stratis -> 01: Drawdawn 2035 (the first mission).

If you're having trouble with hosting, I've made a simple guide for it:

https://gtm.steamproxy.vip/sharedfiles/filedetails/?id=352648650

At this point you can play the campaign, but there's one important thing to understand how the campaign works so you don't get stuck:

Once you've reached to 03 (HUB / Maxwell mission) it's like a lobby mission, to which you should return in order to unlock the next mission. (e.g. HUB -> Blackfoot Down -> HUB -> Death Valley -> HUB)

Hopefully this helps, and you'll get to play along your friend.

Thank you.