How do you go about making a multiplayer game with the sole purpose of connecting to the server. Meaning that before the client can play he must connect to the server. I need to learn how to code the startup screen that will allow me to host and connect. But I want only me to be able to host from my IP address.
Well, the built-in Unity networking tools are pretty easy to learn, and I would recommend you to read/watch these;
http://cgcookie.com/unity/2011/12/20/introduction-to-networking-in-unity/
This should get you started.
I should warn you though, the built-in Unity networking does not work very well. I use it for learning right now, but I’ve come to a point where I cant really try more advanced things, simply because the connections are somewhat unstable. Depending on routers, ports etc. it might work fine. I had my setup working fine earlier, but now (even though I did not change anything) it just cant connect properly.
I think you can learn a lot with the built-in networking functionality, but you should probably change to Photon or SmartFox setups when you understand the basics.