First, you should load the Menu scene. It is the initial scene for the asset.

Here you can see six level load buttons. Click on any of them will load the game immediately

Also, you could start from any of the example scenes directly. 

If loading from the example scene redirects you to the Menu scene and you doesn't need this redirection you could disable this logic in the LevelSettings asset

The rest two scenes (Game and Loading) are helper scenes. Loading from them will not lead you to a proper game state.

If 2D Example, Advance Wars scenes don’t load properly you need to check that Hex 3, Square 3 scenes are added to the Build Settings -> Scenes In Build

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