Problem with Relay-network

Hey, me and my friends started to play Aoe2 HD. We are all playing in the same room and using the wifi of our college. When joining the lobby all of us have an [R] ping and we get the message: "Traffic between you and ... is being routed through a relay network. This is most likely because you have not configured your NAT to forward Steam P2P port traffic." Probably the ports are blocked by the college. Since all of us are in the same wifi: Shouldnt it possible for us to let our PCs communicate through it like playing in the same lan network? If this is not possible: Could we use a hub/switch and play in an offline network?