Going to the “H” will trigger a cut-scene with Hurk. After meeting Hurk, you will be able to host or join a Co-Op game.
While within the game, open up the Map, and go to the Co-Op tab. From here, you can select Invite Players or Join Co-Op
From the Far Cry 4 main menu, you can also select Join Co-Op and it will put you together with a random player who is online and ready to play Co-Op mode.