Erm... ok.
Have you checked your firewall settings? That's The most common issue. Second have you installed Steam before hand/at the start of the install? If you are using steam try stopping the download, restarting the whole machine then restarting Steam and the download.
If none of those help then https://support.steampowered.com/ is your friend.
https://support.steampowered.com/kb_article.php?ref=5149-EAJZ-9911 Orange box instal specific instructions, trouble shooting will need a bit more digging from there.