welcome to the forums michielerr
the client install will only install the client side, right now i am working on getting the demo world up and running so new users like you can experience and demoing the platform, so for now, as the instructions said in the wiki, you will need to setup your own server locally so the client can connect to.
just follow the instructions on the getting started wiki page, there is a link there to download the server files so you can run it locally to test connect your client.
make sure to read all the page , and download all required software described there to run the server.http://www.multiversemmo.com/site/w/index.php/Platform_Tutorial_Getting_Started
once you get all that setup and if you have any issue with a step, feel free to post here so someone of us can help out.
but first is first, read the getting started wiki page, over and over so you know whats going on.
once you become more acquainted with the setup, you can start building your own server from source etc....