LAN

Playing over a LAN in Windows is simple, provided your LAN is already set up.

Step 1: Choose a computer which will run the server, and do so (See Windows Server for more info).
Step 2: Get the IP of the computer running the server by going to Control Panel -> Network Connections -> Local Area Connection (Right Click -> Properties), then scroll down to "Internet Protocol (TCP/IP)" and click properties.
Step 3: Start the server!
Step 4: Connect everyone to the server by adding the server IP to your favourites in SA:MP (the IP is the one from Step 2)
Step 5: Play!

Important Note: If you cannot see your own server in the server browser, try to add to favourites 127.0.0.1:port, but this problem is rare.