Setting up a Rust script: step by step
Setup takes ten minutes - as long as you do the steps in the right order.
First, disable your antivirus. The client runs at kernel level and its driver signature is unknown to antivirus engines - leave it on and the file gets quarantined before it ever runs, which then looks like a broken program.
Then start the game and get into a server, not the main menu. The client looks for the game process at startup; if the game is sitting in the menu or closed, nothing connects.
The correct order: start the game, join a server, run the client, wait for the connected message. If it never appears, close and reopen the client - some machines are slow on the first launch.
Last: after a game update, take the new build from your dashboard. Running an old version against a new build is the single most common cause of errors that look like 'the program broke'.