If you want to set up a server for you and your friends, my personal recommendation is taking the UPnP approach, my router doesn't have it, not every router has it, but you should try or have a friend try:
Load into a world
pause the game and click "Open to LAN"
and when that completes, Open it to Internet, depending on your goal you can choose to advertise the server publicly, but if you want to play with friends, I'd advise against it
And you (or whoever's trying this) will get an IP to share in the game's chat, give that to someone who you want to join you, and they can join off of you if all works
If you get a message on step 3 that says "Failed to detect UPnP Devices" or something, then you might have to either port forward or get a server hoster, or let another friend try