First of all...
If you're planning to host, please note that you will have to forward all relevant game traffic through/past any NAT devices (routers) over to your PC.
You can find the link to download my guide "Networking and SINS" linked-to from within the "original post" of
this thread right under the GREEN writing.
Having said that, If you're only interested in joining other people's games here's what you do.
START GAME >> MAIN MENU >> IRONCLAD ONLINE
here you need to create an account, and then ADD PLAYER (this is what you want to be called/known as online)
Then double-click on the "added" playername
You are now in the lobby. Games leave the list of joinable games once they are started, so if there aren't any games in the list just wait a few minutes and someone will likely host one.
If you're trying to join a game and can't (you get the "you've been disconnected" error message) then the person attempting to host has not followed the steps required to host.
Nice to see another online player..

the Monk