How to join your Space Engineers Server
Log in to the Kinetic Panel.
Head to the Overview page and & copy your connection address.
Now, open up Steam and go to View > Game Servers.
This will open a window where you can select favourites from the top bar.
Then press the plus button at the bottom of the window.
From there, the server browser should've refreshed & you can see your server there; all you need to do is connect to it.
From there, you should be all set to connect to your Space Engineers server.