This tool is actually a free tool and not a part of Patch Manager, so you will want to reach out to post your question in their space for free tools:
Looking at what you've posted it seems like there are two possible issues:
1) You need to go to the settings tab in the tool and specify a proxy if you have one.
2) The user account/machine you're using don't have access to the WSUS server in order to test those components.
Thanks will do