The Rust Enhanced package does not currently provide any assistance with setting up a Language Server. Language Servers are processes that run in the background and provide support for a wide range of syntax analysis, code refactoring, and much more.
There are two language server implementations for Rust:
RLS is being replaced by rust-analyzer, and it is recommended to use rust-analyzer at this time.
To use one of the language servers, you need to install the Sublime LSP plugin.
With both the plugin and one of the above servers installed, you should be able to follow the LSP docs for how to configure the server.
Generally this involves running either the
LSP: Enable Language Server Globally or
LSP: Enable Language Server in Project and then selecting either
Depending on the size of your project, it may take some time for it to process and index.
Note that as well as error checking, code-completion, and renaming, RLS can run
rustfmt on your code: right-click, and select
LSP > Format Document or
Format Selection in a Rust source file.