Hi,
The first thing is connecting to the server, once connection is established, it connects to the lobby, once connected to the lobby, you are presented with possible rooms to joins, then you join, and finally you are in a room, that's when you see the player.
It's important in all cases, to read all the exitgames doc in the first place, to understand the system as a whole, even if they give code as examples, it's important to learn the various concepts.
It's also very important you read the wiki doc:
https://hutonggames.fogbugz.com/default.asp?W927 read everything, several times... and also in that page, I have organized fsm, in order of importance, and so I suggest you study them in that order, the first most important being the [urlhttps://hutonggames.fogbugz.com/default.asp?W864]connection[/url]
It's a lot to read, yes, but it's necessary
Bye,
Jean