Same game in 2 window

Hi, I am new to UE4, I have a strange problem. i create new 1st person template, did not touch any settings, when i say in game menu too have 2 or 3 player in multiplayer game. it just opens 2 3 screen of same game, and 2nd and third character will not add to scene. do i need to do more? in documents says it is enough to just change number for multiplayer.