First step is to login to mySteinberg as you did. Then you do what? You can double-click the name of your friend if it is already in the friends list. If not, you can search and double-click, then go to friends page and double-click.
Or with the ID method, neither of you logs in at all with mySteinberg, but use the ID button on the Studio (Cubase/Nuendo) side which gives you a number to be passed to your friend (phone, email etc) which he then enters and clicks connect button.
If none of this works, what exactly happens when you attempt to connect?