If you get a "check your network connectivity error", most likely the connection may be filtered or blocked by a firewall.
Solution: Please make sure you are not behind any firewalls that are preventing you from establishing an outbound connection to the labs.
Otherwise you will need to allow traffic on UDP port 1194. You may need to contact your network administrator to allow such traffic.
If you are unable to allow traffic on UDP port 1194, you may try to connect to the VPN using another VPN/VPS service, however, please note this is something we do not recommend doing.