Hello
For this you first need to make sure that steam is open BEFORE you try to open the multiplayer mod, additionally you will want to right click the TruckersMP launcher and click 'run as an administrator' and then see if you get the same problem.
If it still doesn't work, try following these guides:
Solution 1:
Go to your Steam Account.
Go to library.
Go to ETS 2 / ATS.
Click "Play".
Choose "Launch with DirectX (64-bit). Make sure you chose 64 bit.
Start Euro Truck Simulator 2.
Choose your profile and press "Drive".
Cl