You can play together using Direct Connection (using an IP address or Server ID [that the host can get in the Connectivity Menu {hit Esc to bring up the menu in character creation or in-game}]), or LAN (though if not on the same local network, that would require the use of VPN software, such as Hamachi or Tunngle).
I believe Galaxy can support connecting to Steam's lobby system, but I do not know if that is planned for D:OS 2.
Galaxy is required for the lobby/invite function with the GOG version.