I don't think so.
When you load up the multiplayer screen, it asks you which type of multiplayer game you want to create?
LAN
Internet
Direct IP
Hotseat
Play by mail
You choose one, and that is how the game would configure your new game.
The only way to know for sure would be to verify it. Find out what IP address Civ uses.
Then, start up a hot seat game with the two players on one computer, leaving 1 open slot for the 3rd player. Call your friend and have him join via that IP address.
If it works, then you are in luck.
I am doubtful though.
I play multiplayer on a LAN, so, I know that will work.
The internet should too. Which would work if all 3 of you were at 3 seperate computers, logging into some site.
The same for Direct IP, 2 players logging into 1 IP address game.
I did this back in the Empire Earth1 days