Quote from steam's FAQ about the matter:
For servers, you will be able to join and create matches. You can
select Quick Match to instantly join a match being hosted by some
other player. Custom Match brings you to a list of servers being
hosted by other players. From this veiw you will be able to filter
your search to things such as specific character lvl’s. Also
from Custom Match you will have the ability to Host your own games.
When Hosting your match will appear on the Custom Match list for other
players to join. The last option is Private Match. With this you will
be able to Host a match that is Invite Only. In any match type the
host has the option to boot any player for any reason.
Also as much as i know you need to have the latest version of the game installed,which i believe is 2.0 at the moment,and with it you can play private matches cross-platform as well.
Sources: Source #1 Source #2 Source #3
Additional info:
You can also start the public game with your friend then go to pause menu and use "Lock" option which delists the game and prevents anyone else from joining it,basically making your match private.
If you can't get it to work you can send e-mail describing your problem to devs; [email protected]
Format for e-mail (quoted from official Dungeon Defenders site on Support section):
Please start your email with your iOS device and version number and then describe your issue. We will get back to you as soon as possible!