In order to fix the issue, temporarily disable your antivirus program and navigate to Start > Control Panel > System and Security > Windows Firewall > Turn Windows Firewall on or off and check the both Turn off Windows Firewall boxes. After that, navigate to Control Panel > Network and Internet > Internet Options, click the Connections tab, open the LAN settings and make sure that the Proxy server box is not checked. Next, press the Security tab and move the slider for all zones (Internet, Trusted Sites, Local intranet) to Low.
After that, download and install Kai Engine and try again. If you still have issues, you will need to contact the XLink support team. You can get in touch with them using the contact information from the official web page.