Hi!
It seems like your kali is not connected to internet or there could be something blocking outgoing connections, something like a firewall or antivirus in the host machine.
I suggest to use custom kali for the course. It is a VMware image but you can try to convert it into a suitable format for virtualbox:

How to Convert Virtual Machines from VMware to VirtualBox and Vice Versa

It’s an old blog but the OVFTool mentioned in the article is still being part of VMware and the commands should work, I recommend using VMware tough.

Greetings!
Diego