I dont understand how to play online?!

Start LFS
Click on 'Multiplayer'
Click on 'Display list of hosts'
Read the demo welcome information message
Click on 'OK'
Wait for the host list to finish populating
Click on a game host of your choice
Click on 'Go'

1. Make sure you're connected to the internet
   
2. Start up LFS
   
3. Click 'multiplayer' at the main menu
   
4. Click 'Display list of hosts'
   
5. Choose one and click it
   
6. Press go
   
7. Then press join

EDIT: got beaten!

If i wonna make a game!How to use DEDICATED HOST

Hosting tutorial.

However, a dedicated host is only needed for permanent servers. If you just want to play with your friends, a local server created with the normal LFS client is enough.

I try-out from the game but it didnt work!Now im instal:
Live for Speed S2 ALPHA 0.5Q DEDICATED HOST.A read How to run a Host, but when i click on LFS.exe it show me a window.What i dont make?

OK my friend has joined to the game!Now is remain i get into the game!What i must do to get into the game becouse when i click on LFS.exe it show me a window.

Quote from ISone :

OK my friend has joined to the game!Now is remain i get into the game!What i must do to get into the game becouse when i click on LFS.exe it show me a window.

I think you're not looking to use the dedicated server, as you clearly don't understand what it's supposed to be doing. Just create a game using the full client:
Multiplayer > Start New