This error is displayed if the FORScan cannot find any ELM device.
First of all, please make sure that your ELM327-based device is physcially connected to your laptop and vehicle. Also check LEDs on the front panel of the ELM device.
Second, check general settings of the FORScan. If a specific COM port and/or baud rate is set, change all settings to "Auto" and try to connect again.
If the above doesn't help, you need to find out if the problem is related to FORScan, or it is a general problem of the ELM device. The best way is to try any another OBD2 software. If another software works fine with ELM, the problem is related to FORScan and should be addressed to developers.