Making one or more minor configuration changes usually solves connection problems quite easily.
In the Log window there is a complete list of all communications and commands between Deva xFTP and the FTP server you are trying to connect with. In that list there is at least one ERROR message in red. You probably need to scroll up to see it. That error message should tell you the specific reason why you cannot connect.
The most common problem is that the Host Address, the User Name or the Password has been entered incorrectly. Make sure all three pieces of information exactly match what the administrator of the Server you are connecting with provided.