Hello jblaswu,
In the example of using Multiplayer Shootout, it starts as a Blueprint only project. After adding code, this makes the project into a C++ project which also adds a couple steps if you’re using Steam Integration. You can find more information on those steps using this tutorial, under the “Linking The OnlineSubsystemSteam Module” section. Could you give it a try after adding those entries?
Edit: Grammar issues 