Spintires: MudRunner doesn't have the most intuitive interface for setting up a multiplayer game. If you're finding it troublesome, here's a step by step guide, including how to play the game with mods.
These instructions were created running MudRunner on PC through Steam. Only some of it will apply to the console versions.
Creating a new game
Step 1: Create a new lobby
Choose 'Multiplayer' from the main menu and you should see the screen shown below. Note the option 'Play with certified mods only'. You'll need to deselect this if you want to play with most mods available for MudRunner.
Choose 'Create friends only lobby' (assuming you don't want random people you don't know to join your game).
Step 2: Configure your game
Choose 'Invite friends' from below the list of players in the middle of the screen.
The Steam interface should appear, showing what friends you have available to invite to your game. Click the 'invite' button next to the players you wish to invite. They should receive a notification through Steam with a big button to press (although this can be a little unreliable, you may need to try a few times).
Afterwards you might need to press SHIFT + TAB to return to the game.
You can now choose the map and vehicles you wish to use. Note that if you change the map during this process it will reset your vehicle choices to the new map's defaults.
All other players must press the 'Vote to start' button before you can launch the game.
Playing with mods
If you want to play with mods, choose the 'Manage mods' option from the bottom of the right hand column beneath the list of vehicles, and you should see the screen below.
The left hand column shows all mods available, but not installed. This should be all the mods in the Steam workshop. Deselect the 'Certified only' option at the top of this column to see all mods.
The right hand column shows all the mods that are installed on your system. You can add and remove mods by selecting them and choosing the arrow buttons between the two columns, but I wouldn't recommend this as a way of installing mods. It's far better to browse the workshop manually to get a good look at what you're installing.
You can select up to 8 mods to play with by double clicking the installed mods in the right hand column. Note that you can only play with one map, so selecting more than one is pointless.
When you're satisfied with your selection, hit 'OK' at the bottom.
You should now be back in the lobby screen. If the friends you are playing with don't have the mods you've selected installed, they'll need to click the 'Install missing mods' option, and wait for them to download before you can play.
Continuing a saved multiplayer game
Like the single player game, MudRunner automatically saves multiplayer games when you exit them. However, it only saves one multiplayer game, so if you start a new one the old one is lost. To continue an existing multiplayer game choose 'Continue last game (name of map)' from the main multiplayer screen.
Once one player has done this, the others can join them by finding them in the Steam client Friends window, clicking the arrow next to their name and choosing 'Join Game', as below.
It can take a few seconds for all players to appear in your game, so if they don't appear immediately don't panic.
I've experienced a lot of random crashes just trying to load the game with uncertified levels. Although a restart sometimes fixes the problem, it may be that the level you're trying to play won't work for you, although a lot of them will.
Some vehicle mods are too wide for the initial positions on maps and will overlap with each other. If this happens you're a bit stuck. Try different vehicles.
If you're using Steam chat but can't hear anyone over the noise of the game, ALT + TAB back to the desktop when the game is running. Right click on the speaker icon on your taskbar (near the clock) and choose Volume Mixer. You should be able to increase the volume of Steam chat and reduce the volume of the game, or at least increase the general volume and reduce the volume of MudRunner.