I was wondering if there is a simple way in playing privately CO-OP with someone, and if so, how do you save ranking and data for both players?

Thank You!

On way would be to start a campaign and activating it online without the option to add it to the server list so that noone sees your server.
Then you give your IP to your friend who can just join by entering the IP/port manually. When you continue a savegame at a later point, your mate can just join back, as long as he uses the same login he will continue with the profile progression he had when leaving last time.

You can also start a dedicated server (check the tutorial thread about how to host one) but this is slightly more complicated.

No matter what option you choose, don't forget to forward your port (UDP)!

How do you find out your server's IP address?:

Thank You!

It will just be your external IP Address that a site like http://www.whatsmyip.org/ will tell you. When activating your server, you have the option of the port to use, but need to make such it is forwarded in your router if you're behind NAT