How do you play red dead redemtion 2 player?

You can not play on the same console with your friends, but if you mean playing online over Xbox Live or PlayStation network, then from the menu just choose multiplayer (Xbox Live or PlayStation network it will be called) and then you automatically join a random free roam session. You can then invite your friends to the game. Now to play with ONLY your friends and without other strangers, start a private game and invite your friends from there.