Xshell fails to make connection and it displays the following message: "Cound not connect to..."

"Could not connect to 'hostname': Unknown host."

Check if the host name is entered correctly. Also, if you are using the host name, try using the IP address instead.

"Could not connect to 'hostname' (port 22): Connection failed."

Check if the host machine is ready for connection and the port is reachable. If you are connecting to a SSH server, make sure that SSH daemon is running on the remote host.