Office won't be able to connect to the add-ins catalog unless there's a live internet connection, so when you see this error message, start your browser and make sure you can bring up a page or two that you haven't visited before. If this is a company-supplied PC, there may be policy/security settings that prohibit your installing add-ins. You'd want to check with the help desk or IT department, if any. If it's your own computer but on a company/enterprise network, there may be network policies that prevent your connecting to the catalog. It'd be worth testing to see whether you can use the add-ins at home but not at whatever location you're at when you have the error message.
I checked the connection and that wasn't the problem. The computer is mine and it's not on a company network. As i reported in the request the weird thing is that when I type "mendeley" in the search box of the store directly from word it doesn't even find the add-in, while if I do the same on another pc, or even with the same pc but by accessing the store from a browser instead of word, I can find it. If I try to load the add-in from my browser, than it redirect me on word and it gives me the error the I reported in the request ("ADD-IN ERROR. We can't load this add-in because we couldn't connect to the catalogue").
Kind regards,
Matteo