Troubleshooting

Library not loaded: @loader_path/libsteam_api.dylib (or .dll for windows)

That means you didn't copy this file to your app directory and it can't link it at runtime.

SteamAPI_Init() failed; unable to locate a running instance of Steam, or a local steamclient.dll

Your steam client should be running (or you can copy the steamclient dynamic library into your app directory).

SteamAPI_Init() failed; no appID found.

Steam can't determine for which steam application you are trying to initialise the API. Either launch the game from Steam, or put the file steam_appid.txt containing the correct appID in your app folder. steam_appid.txt should contain just your application id, nothing else.