Most connectivity problems indicated by the Connectivity Checker can be solved by following the steps in this documentation.
If you are accessing the internet via a proxy server, you may be prompted to enter a username and password. If this is not entered promptly, the connection test may time out and fail. Consult your company’s help desk if you have questions about your proxy.
You will want to make sure your firewall does not block the ports required for this connection. Get more information on these port ranges.