Hello Karlo,
An antivirus software or firewall is blocking NodeXL from downloading the required files.
Solution 1: Add an exception for http://www.nodexlgraphgallery.org to your antivirus/firewall.
Solution 2: Try a different internet connection.
If you run into any other issue, please have a look at this page: https://www.smrfoundation.org/nodexl/installation/