Either you are not connected to the same Wi-Fi as the teacher or the teacher has not started a session yet. Please make sure that you configure the Wi-Fi network on your device.
Jacoti Lola Classroom is designed to provide very low latencies. As a high performance system, it needs a high performance WiFi to get all of its power. So if you are experiencing latency problems, please make sure that you have good wireless coverage, and that the WiFi is not being used by too many devices. Also, getting a high quality router (like an Apple Airport Extreme) will help.