I can't recommend one antivirus over another, as each functions the same as the other. Anyone is feel free to correct me or recommend their choice of antivirus.
Anyhoo, what you need to do is add a couple of programs to your firewall exception list. The reason you cannot connect relates to your firewall blocking your connection, therefore you cannot join the server.
This link here ought to help, if you can follow: How to add an application to the Firewall Program Permissions list
You need to add both the launcher (W3D Hub Launcher.exe) and A Path Beyond (game.exe) to the exceptions list in order to connect online.