Here are the steps you must follow to play with friends.
To play with your friends, you must open Steam Overlay. Press Shift + Tab at the same time to display your Steam Overlay.
Select FRIENDS & CHAT from the bottom toolbar or click VIEW ALL FRIENDS to view your Friends list.
To invite a friend, click the little down arrow next to their name.
The menu contains several options. Using Remote Play Together, you may invite a friend.
You will see a REMOTE PLAY when you send the invite. Click the Play Game or Play & Voice Chat button to begin playing.