Hopefully you can't!  If you can connect directly to a friend's computer
over the Internet and share files that means that at least one of your
computers is wide-open for any hacker, cracker or nasty passer-by that wants
to trash one or both computers.

If you truly need this kind of connectivity you need to do some research
into VPN (Virtual Private Networking).  This would allow you to create a
secure connection between two remote computers.