The disk versions would be looking for the Gamespy servers for multiplayer (along with the SecureROM feature) - that’s why GBX worked with Steam to issue Steam keys for disk owners. The disk at this point is completely useless apart from being a Christmas Tree ornament or coaster for your coffee cup.
This is completely normal behaviour whenever you start a new character. You need to enable the Fast Travel network as part of the main story, and that only happens once you reach the Dahl Headlands.
Note that if you’re somewhere like Sledge’s Safe House, you can FT to the Underdome and then from there to Fyrestone. But Fyrestone will be the only base game location you can access from any DLC until you advance the story far enough.