Hi @tobbetj, you need to run a local vault first (or paste the shared vault’s config file in the C:\Users\<USERNAME>\AppData\Roaming\MaidSafe\safe_vault\config\ if you want to connect to the shared vault).
Then you need to go to open safe auth and create a new account. Then you need to run the safe auth daemon and the run the cli and use the safe auth command to authorise the safe - cli in the safe auth cli.
I know this may seem a little confusing at first for some, so I suggest you checkout the user guide in read me in the respective Github repos for safe-vault, safe-auth, safe-cli.