Is your Web Server working?
First of all make sure that you can indeed get to the Web Connection demo page by typing http://localhost/wconnect/default.htm (or use the IP address or machine name instead of localhost). If this doesn't work your Web server is not functioning correctly. Check your Web server install docs to get the server working first.
Temp Directory Permission
If you get an error that states that you don't have permissions for your temp directory immediately, make sure that the temp path you've chose supports FULL access for the IUSR_ anonymous Web account. wc.dll requires this in order to write temporary message files when running in file based messaging.
Is the Web Connection Server running?
Next, make sure that the Web Connection server is running in a Visual FoxPro session. The demos are set up to run file based and they require that the Web Connection server is manually started and running in the background. You can do so by starting Web Connection from the desktop or start menu shortcut and using the Web Connection menu to click on Web Connection Demo Server. See Step 4 of the Setup program for details.
Is the ISAPI DLL firing?
If the server is running and still no requests are hitting the server try the following URL:
http://localhost/wconnect/wc.dll?_maintain~ShowStatus
If this URL is not working there's a fundamental problem on the Web Server in accessing the DLL. Follow this link to Manual Server Configuration for more details.
Start by running your Web Connection Server with Do <yourAppMain.prg> and bring up the Status form as shown in the image below. Make sure that the startup path shown in the form matches your actual startup path - if for some reason it doesn't change it to the install directory and Save Settings.
Next bring up the Admin page for your the demo or your application by going to:
http://localhost/wconnect/admin.asp
(or go to your application's admin.asp page). Click on Show and Manage ISAPI settings. We can now compare settings between the Web Connection server and the wc.dll setting the Web Connection DLL is running.

Pay attention the Temp File path and Templates - they should match in both places. Case won't matter, but make sure they are otherwise the same. If they are not we need to sync them.
Changing the your server's settings
To make changes to the application's INI file simply change the value on the Status form and click the Save Server Settings button. When you exist the form these settings should be live. These settings are written into your application's ini file (<yourApp.ini or wcDemo.ini for the demo app).
[Main] Tempfilepath=d:\temp\wc\ Template=WC_
Changing the wc.ini settings
To make changes to the Web Connection ISAPI INI file find wc.ini in your Web directory or the bin directory. Open the file with a text editor or the Visual FoxPro editor.
[wwcgi] Path=d:\temp\wc\ Template=wc_
You'll want to change the Path and Template keys to match the value from the server.
Once this change has been made, go back to the ISAPI DLL Admin page and click on the Re-Read Configuration button, which loads the new settings. Verify that the settings are changed in the status display.