I was trying to play this with a friend and ran into a few snags so I thought I'd spare anyone else the headache if at all possible with trying to set up a game.  Both players must have beat the first mission and there is no co-op menu.  In order to start the co-op you start up your game as normal go to mission select, select whatever mission you are wanting to attempt and it will give you the option to play online.  When you click the online option you're asked to pick global, domestic, or private.  If you're wanting to play with a particular friend click private then invite your xbox live party.  Note that some missions will only allow 2 players max in a mission.