Connecting to Conflux.

I bought the game, installed it, and I'm generally satisfied. But as I play, a message pops up saying that you can't play without an internet connection... I started looking for how to fix this. When I found the "Connect to Network" button, I saw the message "(Log in to the game in online mode)." It seems like everything is normal, but where is this online mode? I went into the game folder and found the "Game" application. I launch it, and immediately something that looks like a download icon appears. Then it offers me to install something, and I agree. It does something, and after it finishes, a message pops up that shocked me: "Game Heroes 6 is not installed..." What should I do?