Welcome Renanlucaz,
I don't know if Glest even supports network game play, but it's no longer actively developed. It's recommended that you install either
MegaGlest or
GAE.
MegaGlest has pretty much full network support, and it's super easy to join/host a game... it's also a lot more fun than against the CPU

You can also check out the
wiki page on network play if you have other questions