How a team of 4 people can work on a same project (on one game) from 4 different locations?

Hi guys,
We have downloaded the engine and sand box in 4 PCs and want to work on one game development, simultaneously.

How can we do it?. Say one guy do changes to a level 1 and save and submit it, can another guy take it and update it?

Is it like having a kind of a shared private secure location or a acting server, that we can obtain and having our project in it, so that only the team can access?

your responses are kindly appreciated. We are new to game development.

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