Have you compiled the game ? By downloading the game, your downloading the source code of the game, which needs to be compiled. To learn how to compile: https://github.com/TeamUbercube/ubercube#how-to-compile-
If you did this, then the error is maybe caused by the fact that you need to connect on a server. The first thing to do is to start a server, once it's done you can run the game.
We are working on a version 1.1 of the game that will provide a launcher to avoid these steps.