anyone can play on the host, as the files take up 1% of CPU.
OK, you have 3 pcs, you want them all on the net at once without a central pc having to be on, you need a router.
a router isnt software, it doesnt have windows or any OS, its a link between pcs and modem.
you can host a server on one pc, and other people can play it, but you cant play the server yourself off any other pc because of the ports.
To do this you need to forward the ips.
What your talking about seems like an offline server through a LAN, in which case no, you wont need to do anything else.