Hank here from Shopify!
Sorry to hear you are having difficulties with trying to connect your store to your Facebook account. From your screenshot I cannot tell if you were on the app store, or trying to install the Facebook sales channel, but I will share this guide as this would detail the steps required.
That error message however looks like it could be a localized issue, such as your browser or your Internet Service Provider (ISP), or indeed Facebook may have had a temporary issue at that time. Can you try opening your admin using incognito mode to see if this works? If it does, then can you try clearing your cache and trying to connect once more?
If still having an issue though, let me know and I will continue to assist you with this!
All the best,