In your server.cfg file, you need to set:
sv_search_key "my key here"
In game, you need to make sure you have Console enabled:
Options -> Keyboard -> Enable Developer Console
After which you can start a game on your server via:
Console -> sv_search_key "my key here" -> Start a lobby -> Setup game & invite friends -> "START THE GAME"
If you wish to have the search key enabled, you need to make sure:
- There is no Game Password / sv_password
- sv_steamgroup_exclusive is set to 0