I haven't actually done it myself yet, but here is a tutorial, maybe it has the missing answer.
Ok, just looked through it, it's a bit complicated. But it sounds like your problem on page 3:
he final thing we need to change is to give the app permission to access the internet as without this it will crash when you try and access the Clay.io servers. Go to the Capabilities tab in your package.appxmanifest file and check the Internet (Client) option.