Follow these steps once you have the full game installed and don't know what to do then. This guide is not for installing the game.
Press start in single player
Go to Multiplayer
Press X on infrastructure to turn it ON
[Press circle until you get back to the game
Press select to go to the chat menu
Once at the chat menu, press select again
Then press L
Then press square and you should be in game
Enjoy and see you online!