This is the UnrealTournament first person shooter game introduced in 2004.
This game is nowadays still working with multiplayer since the Gamespy shutdown now replaced by Openspy.
First of all you need the game installed available on Steam and manually patch it to the latest version available here.
If you have downloaded the file , you have to unzip it, if unzipped,
you see a lot of directories , in each dir a couple of patched files to copy over in the corresponding dirs in your steam UnrealTournament2004 installation.
After that a minor modification to your Ut2004.ini ,
follow up the guide to alter your UT2004.ini Openspy here.
Be sure your steam client is not running before patching/editing!
If you run your own gameserver you have to follow the above 2 steps too.
If everything went well fire up the game set video resolution etc ,
For multiplayer you find a list of game servers to play on , happy playing!