In the case that you run Steam
, when you double click the game and two options appear, one being single player the other multiplayer. If you do not run Steam, launch single player and on the main menu there is a option called Multiplayer.
Do you mean by yourself or with others?
Do you intend to change game modes (s&d, tdm, hq ect.)?
These are variables which change depending on what you want to do. For example, the folllowing is for a server with just yourself with one game mode and multiple maps:
Click start new server;
Set dedicated: no and any other desired settings;
Launch the server;
To change maps, type /map mp_shipment (for example) into the console ['~] key.