You're trying to join another server then you need to contact them and ask for password.
To host a local game
Just log out of your own sp game and start your own server its free and just like a co op game.,
It loads you into your server at your base.
To host a game locally, either create a new world or choose an existing one, then select the 'Start server' option. Next, you'll be prompted to enter a password and once that's done, click 'Start' to load in.
The Password in your local server is your choice but recomended .

Friends and others can now search for your server under Join Game and enter the password to connect. If no password anyone can join.
To invite your friends who owns the game in chat and friends by giving them your password when they click on Join your game.
https://steamcommunity.com/sharedfiles/filedetails/?id=2419508212