I'm new to colyseus while getting started I'm getting this type not found error

Main.hx:1: characters 8-30 : Type not found : io.colyseus.Client
Main.hx:2: characters 8-24 : Type not found : io.colyseus.Room
Main.hx:4: characters 18-24 : Type not found : Client

Make sure your Colyseus SDK for Haxe installed.

it will come even if you installed colyseus SDK for Haxe. Just refer to the Hexelib documentation on how to install and configure a 3rd party SDK to compile in Haxe compiler. They have a specific command for that

It seems Haxe cannot find classes of the SDK.