I am unable to connect to the FTP server. What do I do?

Check whether you have an active internet connection by visiting any website. If not, contact your Internet Service Provider.
If you can visit a website, then the connection might fail because your firewall is blocking your internet traffic. In this case configure a passive FTP connection

You use Internet Explorer => Go to the menu "Tools" in Internet Explorer and choose "Internet Options". Go to the "Advanced" tab, select the option "Use Passive FTP" and click "OK".

If you are using FileZilla, you do not have to configure anything. The software will do this automatically.