>> What is Build&Defend?.
Build&Defend is a game where you should survive by building fortress, by fighting monsters and by exploring dungeons. More precisely, Build&Defend is sandbox survival coop rogue-like. Build&Defend worlds are generated randomly so each game is unique. Also, you can play alone, with some friend on the same computer, or on-line.
>> I bought the game online, but I have not receive my activation key.
After you purchased the game, you will receive a game key on your Paypal e-mail address. You can use this key to activate your account, or you can send the key to one of your friend as a gift :). The title of the email is "Activation key for Build & Defend".
>> I cannot create a multi player game (I keep having an error message).
When you create a multiplayer game, the port 54000 (TCP and UDP) of your computer need to be visible from the Internet. Therefore, you probably need to configure your router/internet box to redirection this port to your computer. Also, be sure that your firewall/anti-virus does not block the connection.
If you still can't create a server, you can't find more details on how to configure your rooter in this tutorial-post written by Davegrohlsh.