If you are unable to make a VPN connection, it is possible that certain ports are being blocked on your current network. (by applications, like anti-virus or firewall, router, or even your ISP)
Perhaps you have an anti-virus installed and it blocks your ports and you don't even realize it. Even if you allow our app on your av, you may need to allow our network and ports in the same way. It all depends on which anti-virus you are using.
To test if blocked ports exist anywhere on your network, open the Start Menu and search for CMD. Right-click on CMD and Run as Administrator. With the Command Prompt open, type:
netstat -ano | findstr -i SYN_SENT
If you do not get any hits listed, then nothing is being blocked.
No results are good results in this case.