no, it is impossible.
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Options > Open to LAN
You can play LAN multiplayer in the latest version. You just use the menu option to open the world for LAN connections and send the IP to someone else connected to your LAN.
To play IGI 2 on a LAN hookup, you will need to create a dedicated server for the game. From there you follow the step by step tutorial and wither play from a game in play, for multiplayer, or start a new game.
A LAN game would be a game played by two or more consoles located on the same network.
LAN world