LAN is to play via local connection of computers. Say you had a router and four computers were connected to it. So, all four can play in one LAN game. But you cannot LAN if the person you want to LAN with is not connected to your local connection.
Or you could try a lan emulator such as Hamachi and this tutorial should help you. But keep in mind everyone in the server must be using Hamachi in order for it to work, there are most likely no lan games going on in your home.