For those who cannot figure out how to start it in online coop :
Start the DLC from the main menu with the player wanting to play as Marcus, choose your difficulty, watch/skip the Cliff video, choose your path then
, select What's Up?, invite your friend, restart the chapter when your friend has joined, and voilà.
When you finish one path, the game prompts you the pause menu where you can restart the chapter again and then choose the other path.