Anyone here got this type of error? (It's from the Steam Version)

If you have an Anti-Virus or firewall, make sure they both allow the application through. You also might not be getting a good connection to their server due to excessive traffic, so you might need to wait a little while.

@Ragnawind Only the Firewall allows it, but the Anti-Virus (Avast) Doesn't too.

Either temporarily disable the Anti-Virus, or see if you can add the game folder as an exception/exclusion/etc