Steam Server Browser Favorites
You can easily connect to your server directly by favoriting it in your Steam Server Browser.
First, open Steam and go to View > Servers
Then click Add Server
Obtain your server's IP:Port from the Control Panel and enter it into the next page, then click Add Server.
* NOTE: If QUERY Info is an option, you may need to add it as a favorite via the QUERY port instead of the main game port. ARK and Valheim are two games that require you to connect using the query port instead.
Done! Now double click on your server in the Steam Server Browser and it should launch!
Double click to launch.
** Alternatively, you can click the 'Join' button in your control panel which will also connect directly to your server. However, if you never add it to your favorites, you would have to do that every time.