Easiest way is to use a program like Tunngle or Hamachi. Alternatively your friend (when he is the host) needs to forward his ports (see: Hosting a multiplayer game). Your friend should start the game, select a singleplayer world and hit the red LAN button. Now you can go to Multiplayer -> Connect to IP and enter the tunngle/hamachi ip of your friend (or internet ip, if his ports are open).
