This means that the iCap program cannot connect to the remote servers. Check your internet connection using another program like a Web browser to see if you can get online.
If you can get on the internet with a Web browser but cannot connect to iCap, and you have never used iCap before from this location, it is possible that your local network has firewall or proxy system that is preventing you from reaching an iCap server. Check with your network administrator - iCap makes outbound connections to its remote servers on TCP port 9736.