Should be plenty of active players, most of them are on during weekends though lately in europe its been quite warm so you'll probably have the best luck late in the evening over other hours of the day.

The game has a server browser but uses a "Room" system, players create rooms to play with up to 8 players.

The game has over 600 community made maps to check out, I'd be amazed if you think you're not getting your money's worth during this sale...

Thanks for getting back to me.
After posting this, googled around a bit and found Steamcharts and vrlfg.net to see current amount of players.
Atm Climbey has 29 players playing... And max 40 players in the last 24hrs.
http://steamcharts.com/search/?q=climbey
If you doubt their numbers, compare them to the top 100 games on Steam stats, they're relatively accurate.
Now of course this only counts players that are Online (on Steam chat), but I don't see the number being that dramatically different with offline players included.

Yeah, seems accurate.
Is that not enough players for you?

The rooms can only hold 8 people...