Hi and welcome to the forums!
There is no proper host-only version of the game yet.
scythetwirler made Autohost Bot ("but currently the code is experimental, rather messy (and a hackjob)") and there is a ticket (#3556
Dedicated server) with a work-in-progress patch.
Also #2305 UDP Hole Punching / NAT Traversal should allow more people to host themselves when it will be done, so there will be less demand for separate hosting (adding one more node (dedicated host) generally should increase network delay, so it's better when one of the players is able to host).