There are several possibilities to get the "Failed to connect to server" message:
- He didn't use AnthemPatch to download the latest updates.
- His firewall/router/antivir/internet security software is blocking AnthemExe.exe, Anthem.exe, and AnthemPatch.exe. Adding exceptions to your firewall, turning off the internet security software, or changing router settings should fix this.
- He's not connected to the internet.
Also, you need Sakray to play, but if your cousin downloaded the full installer from the website, he should have Sakray already.