Having completed all the exercices, I still struggled with the linking and proxy thing on this last one (Rivet) .
But this is how it finally worked for me, on the Rivet Walk Cycle after the Blender 3.0 update.
So i downloaded the Rivet 2.80_exercise source- file.zip, and opened it.
In the opened START. blend file, I renamed the blend file and then deleted all the Rivet collections in the outliner.
Then in File>Link I searched and opened the downloaded (chapter_05)Vonnbots_2.80.blend file, > Collection and opened (linked in) the "RIVET".
Then with Rivet selected, under Object>Relations>Make library override> Yes , inserted the proxy rig..
An issue with the Cameras, they didn't move with the torso, so I had to add the target of the Camera Constraints, with the eyedropper I selected the Torso bone widget on Rivet, so the camera moved with the Torso along the X axis.