As it stands right now, there is no option for team multiplayer in Civilization VI. According to Reddit, the code to implement it is there, but has the following text bundled with the game...

<!-- IMPORTANT: DISABLING TEAM PULLDOWNS UNTIL DAY 0 PATCH -->

So for those panicking right now...it's going to be added at some point but doesn't look like they actually had time to add it Day 0. I'm sure it'll be added soon don't panic!