Add the Feralheart game to Windows firewall Exceptions, otherwise it might block your game from using the internet.
Same thing is if you have any antivirus or any other security software installed that uses a similar feature in which they block unknown programs to use the internet, in that case you have to look into it's preferences and settings and see if it does and then unblock/allow FH to connect.
This is not something you just can know in a kick, and must be checked up upon to be on the safe side. However if you know you did this, and still are unable to connect, it could be a weak internet signal in general that prevents you from connecting, maybe even the router that needs to open ports that FH uses(Not something you can explain simply nor help with over a forum I'd say).