You can create private games using the private lobby feature in order to play with 3 or fewer friends. In order to do so, one player (the "host") needs to click on the "Private match" button on the main screen, then enter a game ID name (e.g. "test"), then click on the "Host" button. The players who want to join have to click on the "Private match" button, enter the game ID name chosen by the host and then click on "Join."