First and foremost, make sure that you have crossed the prologue level and reached the Markers of Plague, and completed it as multiplayer will only be unlocked then. Dying Light 2 is a co-op game, and you get two options: Friends and Random join, however, it does not support cross-platform. If you have crossed the level yet the issue persists then, according to some users, this issue can be resolved by making a party before the game