Sorry guys, i didn't understand how "Import a character from singleplayer yet into an existing game." as it was said.
I followed the instructions :
"You have to hit multiplayer, then create a lobby and then invite them. Then hit launch once they are in that lobby. That's how it worked for me and my gf on steam for Online co-op. No idea LAN works differently."
It seems the normal way to make a multiplayer game...
So i hit multiplayer, then create lobby, invite my friend, then launch once in the lobby, but... what should happen like that ? We just arrive at the character creation screens...
Can someone try to explain me ?