You can check for updates to CalibrationAider using the "Check for New Version" option under the "Help" Menu. To do so, you need to be connected to the internet.
If you connect to the internet via a proxy server, you can enter your proxy settings by choosing the "Settings" option under the "Tools" Menu.
If you don't know what a proxy server is, then you probably are not connecting via a proxy. If you are behind a firewall running on a dedicated server in a workplace, or use a firewall/router to share an internet connection you may be connecting via a proxy. Consult your system administrator or ISP for advice.
The proxy settings are for the HTTP protocol only, as follows: