Make sure you're running Steam as Administrator. Also make sure your Windows user account is an Administrator, and not a Standard user. I'm not sure what the Spanish labels for those two options are.
Also, you can try running Rust.exe as Administrator, directly, from the Rust folder where you installed Steam.
If I was running as administrator. And the account is administrator.
Edited:
What anti-virus are you using? Does it still not work if you disable it temporarily?
I use windows defender. Does not work if I disable the anti-virus.