Connect directly to your Rust server

Rent your own Rust server at 4Netplayers.com

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In Rust open the console with F1. There you write: client.connect YOUR IP
Press ENTER and the game connects to your server.

Directconnect via shortcut

Right click on the desktop and create a new shortcut.
In the shortcut enter the following: steam://connect/YOUR IP:28015.

Directconnect via Internet browser

Open an Internet browser and enter steam://connect/YOUR IP:28015 as URL and press ENTER.