There is no official way to do it, but there is a work around.
You need to open multiple instances of the game and create a multiplayer game by yourself.
There will be plenty of tutorials detailing how to do this when the game launches and I don’t know if it will be any different from how it is now in Early Access, so I won’t bother with detailed introductions. Just look it up when the game launches and you’ll be fine. It’s pretty easy.