Having completed all the exercises, I still struggled with the linking and proxy thing on the 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 that selected under Object>Relations>Make library override> Yes.
Switched to Pose Mode and ready for animating!
Glad you got it working.
There's a change in progress while the devs are phasing out proxies.
With the proxy method, the rig needs to be hidden in the original rig file.
With Library overrides, the rig cannot be hidden.
That might be the cause of your troubles here, Donso. But I'm glad you figured out a solution!