The file(s) should be stored on single computer, which opens the file as a host. Additional copies of FileMaker will connect to the host by selecting File > Open Remote and entering the network address of the host computer. You might need to update your router to allow for WAN traffic if the computers aren't on the same network. More info can be found in FileMaker Help under "Sharing Data".
Alternatively, you can host your database file(s) at a hosting provider that you all can access over an Internet connection. I'm partial to www.triple8.net but there are many other companies which provide cost-effective FileMaker hosting services.