Prerequisites

TL;DR: Port forward 37015 (UDP) and 8081 (TCP)
Make sure you already installed Northstar as described here.
Hosting your own server of any kind requires basic knowledge of computer networks!
If you for example don't know what "port forwarding" means and just want to play private matches with your friends it is generally recommended to just find an empty public server instead of trying to host your own server.
Check whether you can port forward
In order for others to join your game they need to be able to reach you. Most likely your router acts as a NAT so you need to port forward two ports to your PC for NAT traversal.
An explanation of what port-forwarding is exactly can be found in the following video:
CGNAT
First we want to make sure you're not behind a CGNAT as this basically means you won't be able to host at all.
For this find out your external IP address by visiting this site.
Then open CMD and type in:
tracert <your external IP address here>
if only your external IP address shows up when the commands exits you're good.
If you get 2 entries or more you're likely behind a CGNAT. Your only options in this case are either to ask your ISP to give you a public IP address or check whether at least your IPv6 address is public.
Port forwarding
Access your router via it's web interface and port forward
37015 (UDP) for game logic
8081 (TCP) for Northstar auth so your server shows up in server browser
to your PC that you're running Northstar on.
Firewall
You need to allow the NorthstarLauncher.exe in the firewall so that it can connect to the internet. By default, when you launch the server, it should pop up the Windows security alert and let you decide if the application able to connect to the network.
If you accidentally click the deny button, then follow the step to allow it.
Open windows firewall
Select "Allow an app or feature through Windows Defender Firewall
Click allow other applications
Click browse
Locate the NorthstarLauncher.exe and select it
Click add
Final checks
To check whether you set everything up correctly, start the game via Northstar and go into a private match. Another Northstar user should now be able to see your server on the server browser and join it.
You can also use a web based server browser like the one made by Taskinoz or cpdt to see if your server shows up in there.
You can also use a third-party site like this one to see whether you set up the TCP port forwarding correctly for the authentication port (usually 8081) by performing a scan while your Northstar server is running.
Example check
Working portforwarding for the TCP port
Testing port forwarding like this only works for the TCP port due to the way UDP and Northstar work.
Note that by default your server is called Unnamed Northstar Server. You can change this name as described in the next page.

FAQ

Next - Hosting a server with Northstar

Hosting a Basic Listen Server

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Outline

Check whether you can port forward

CGNAT

Port forwarding

Firewall

Final checks