I get this error message when trying to start the game.
This problem occured on SteamOS. I have then installed a fresh ubuntu und installed steam. I'm facing the same issue again, therefore I guess it is a linux issue.
I have read the article http://brightrockgames.userecho.com/forums/2-war-for-the-overworld-knowledge-base/topics/1897-steamworks-not-initialized/ but since this is a totally fresh installation, I do not think reinstalling would help.
Customer support service by UserEcho