Has you try to download a eBook of a other Website?
I did not yet try to buy e-books from other websites, but I could download previews of books from other sites. I wanted to download books which I've lent from the public librarysite to my kobo e-reader. I get the message that Digital Edition can not get connection with the fulfillmentserver and that I should control the internet connections. There seems to be nothing wrong with these connections. I could download a book to my e-reader e few days ago
In this case check if your Security program anything blocked (Firewall).