FOSS gamedev and creative worlds

It's the first time i play the game, and i really liked it by seeing some gameplays.
So what i did is :
-Download the game.
-Create a new world.
-Click on "Play"
And only what i get is a screen with "Connecting to server...", and that's all what i get until connection times out.
Maybe i forgot something because it's the first time i play the game.
I also tried to make a local server but still not working.
My OS : Windows 8
My game version : 0.4.9
I also tried 0.4.4

In windows, did you get a firewall popup? Are you using an Administrator account?

hoodedice wrote:In windows, did you get a firewall popup? Are you using an Administrator account?

I didn't get any firewall popup. And yes, i'm using the admin account.