If other devices are connected to the internet, it's likely that the unconnected device is at fault.
Restarting and trying again is a safe bet, but if that doesn't work, you should check the device's manual or contact the manufacturer.
Check the location of your router - make sure it isn't too far from the device or move anything that could obstruct the signal.
If the device can connect to other networks but not Brillband, we may have a problem.