To play a game live against other people, create a room from the Multiplayer section. You'll choose between Public — listed for anyone to find and join — or Private, which is only joinable by someone who has your exact room code.
For a public room, you can also set how many players it allows before it fills up. For the head-to-head games like Tac Zone and Pattern King Relay, a room is automatically capped at 2 players since those are strictly one-on-one.
Once your room is created, you'll get a short room code to share with friends if it's private, and you'll land in the room's waiting area until enough players join.