The current pre-release of the client ("pioneer" in the version) is only compatible to itself. So you can only play with other testers. Please be aware!
I found this thread describing the same issue, try the fix they found and see if it works. https://www.reddit.com/r/jellyfin/comments/10dyt4h/newb_trying_to_install_you_need_to_install_an_app/