Try updating to the newest version and see if that helps. Also make sure that your firewall doesn't block Offworld.exe. If you can play other MULTIPLAYER Steam games just fine and OTC is not blocked, reinstalling it is probably your best bet.
All of the above applies, of course, only if you are actually connected to Steam. Offline mode, Steam blocked by local security, no internet connection, Steam servers down and a few other connectivity related issues potentially could cause this. Very unlikely it has anything to do with the game itself.
