This is not something new, yet some of us didn't know about it. You can actually play co op or multiplayer games with your friends via pc online with your offline/ local network through LAN setup no matter where they are. No xbox live, No Steam.
The conditions however:

1. You must choose pc games with lan multiplayer/co op feature.

2. You need to connect with your friends using this software called "radmin vpn". Which is safe and secure.

Follow this link to get the app
https://www.radmin-vpn.com

You can get the list of pc games with lan connection feature on this site:

http://langamelist.com/index.php?search=&p_min=&p_max=&p_samepc_min=&r_min=&r_max=&offline=yes&s1=&so1=DESC&s2=&so2=DESC&s3=&so3=DESC

There a lot of tutorials you need on youtube. And don't forget to join radmin vpn's discord channel and 'radmin club' for more info. Post your chosen games both old and new and try it out. I've already set up my radmin network, server app and a couple of games ready.
Proof, click on the link below.

https://www.google.com/search?q=how+to+play+farcry+3+co+op+with+radmin+vpn&oq=how+to+play+farcry+3+co+op+with+radmin+vpn&aqs=chrome..69i57.50598j0j7&client=chrome-mobile&sourceid=chrome-mobile&ie=UTF-8#