Building LXD from source, but /var/lib/lxd/unix.socket: connect: no such file or directory

I have built lxd from source as a step to remove snap from several servers that we have.

When I am trying to launch lxd init to set it up I get this error:

Error: Failed to connect to local LXD: Get “http://unix.socket/1.0”: dial unix /var/lib/lxd/unix.socket: connect: no such file or directory

Not sure what other information I can provide!