It's just a web server so if you are using NAT (like behind a broadband router) you would have to forward port 80 to your Empeg and give them your broadband IP, otherwise go to the About screen on your Empeg and give them the IP address shown. If it's a 192.* address, that tells you that you are behind a router and will need to do the port forwarding.

The safest way, however, is to dump your playlist contents into a CSV or XML file and send it to them that way. Jemplode and Emplode both let you export to CSV or XML. This ensures that nobody is accessing your Empeg remotely.