It is most likely your internet connection - it is either not working, not sufficient or blocking/throttling BitTorrent traffic.
But, there could be other causes:
If you are in UK:
We know that everybody in UK is being prevented from accessing file sharing and other websites by the government. FrostWire uses some of the BitTorrent search engines that were blocked to give you search results.
All round the world:
Search Google and check what torrent search engines are blocked in your country than check against the list FrostWire searches (Search Settings)
Other things you can do:
Check that you are connected to the internet and your firewall hasn't blocked FrostWire after it was installed.
See How to Get FrostWire from behind my firewall?
If you're on a VPN, FrostWire may have issues working under some VPN connections (eg. TunnelBear just blocks BitTorrent traffic all together and they are open about it - your VPN might too... Double check with their tech support if it is not written on the website)
If your VPN service blocks BitTorrent traffic, simply get one that doesn't. We recommend ExpressVPN - very BitTorrent friendly and super fast.
If you have internet protection, malware detection or any other security software installed, make sure it's not blocking FrostWire from connecting to the internet.
Last, but not least likely, your ISP (Internet Service Provider) could be blocking or throttling BitTorrent traffic - this is true both on home internet services and mobile data plans. Some mobile plans say they are unlimited, but actually cap your BitTorrent data usage.
If you have dismissed any of the above potential causes, issue a support ticket for our support team - they will look at your case scenario individually and assess if there are any other possibilities.