Yes you need steam, and the servers use steamworks as far as I know.
Installing a game on steam isn’t hard, but Rust itself is known to have a multitude of problems. I know there are problems with AMD drivers, my friend has some weird crash related to his headphones (how?), and there’s a problem where having the game running for too long causes multiple instances of the game to run at the same time. There’s a lot more but those are just off the top of my head.
Be prepared for bugs and troubleshooting. Otherwise, joining a server isn’t hard at all. Just find a nice server with low ping. I wouldn’t recommend starting off in a server with huge playercounts either.
In regards to the game itself, since the latest updates it’s been more of a PVP experience than ever. Don’t trust anyone, especially if they are clothed or have weapons. Expect to die a lot either from bugs or players who kill you just because they think you might have something.