Hi. This basically means that your server does not allow download remote files (from another server), likely because of security reasons. You would have to install X3 manually by downloading the zip file. See documentation, scroll down to "Manual X3 Installation": https://www.photo.gallery/docs/setup/installation/
I uploaded all the unzipped contents to http://haohong.photo/x3. Then I proceeded to the website, but nothing happened. I didnt see any on-screen instructions.
What hosting company is this? It's a Microsoft IIS server, which you need to configure for X3. If this is a paid hosting service (which I assume it is), can't you ask to use normal Linux server? Optionally, you can consider our own flamepix.com, where we offer price match, and I install everything.