You need to enter the ip of a server into the address book...I haven't played in a while, and when i did, i was LAN. Check the web for the ip address of online servers, and both enter it. Or one of you can serve.
One of you has to host the game (make the game) and the other gets to join the game (join game) under MP. Whoever is host has to let the other player knows his ip, so after connecting to the internet, run winipcfg (start, run, winipcfg). Once both sides know the ip of the host, the host creates a new multiplayer game under tcp/ip. Once the game is running, the other joins the game by MP, join game, tcp/ip and enters the host's ip address.