Multiplayer/Server without Steam or 3rd party

Hello, I’m trying to make a game that will eventually (hopefully) be released, but not on Steam. This game IS multiplayer, so I’m ruling out Steam Multiplayer at the moment, and I was wondering how I would approach a multiplayer game but without a 3rd party. Lobby size would be maximum of 4, and probably no longer than an hour session. How could I set up a multiplayer? Could I have the user enter an IP address or is there some other, more user-friendly answer? Thanks