feds to use the installation wizard, you should install the Wordpress plugin and enable it, but not fill in any settings. Then install the Flarum extension, enable it and use the wizard in the Flarum extension.
You can also manually configure the connection by going to "General" settings on both Wordpress and Flarum and filling in the fields, but that's usually not needed if you can use the wizard instead.
If this is all correct, maybe Flarum can't actually reach the Wordpress domain. You could try to fetch a page of Wordpress via curl on the command line to verify the websites are actually able to reach each other.
Are the two websites on the same hosting? Do you use a proxy service like Cloudflare?
If you send me the domain names I can try to do a quick check to see if any obvious issue. You can write to me privately on Discord/Telegram/email if you prefer.
