When installing XPS, it says that I am not connected to the internet.

If everything else on the Internet is working as it should then the cause is most likely a firewall on your computer or the network you are on is blocking the program, often school and business network block some connections. 

If it's the firewall, then you should make an exception for XPS through the firewall, how you do that may vary depending on the type of your firewall.

If it's the network you should contact the Network Administrator.

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