Didn't get a response from the Apple Software Update server. Make sure you're connected to the Internet, and then try again.

This message usually means that internet connections or servers are overwhelmed and too slow. With millions of people cooked up at home these days, that’s not unexpected...

All you can do is what the message says: try again later.

If you want to make sure the issue isn’t at your end, restart your device and WiFi router.

Restart instructions: https://support.apple.com/en-us/HT201559

Same underlying issue.

When the connection is slow, it’s also more likely that the download may be corrupted, so it will fail the verification test before installation starts.

It's not the speed of the network, it's the overload at Apple's servers. A Catalina update was just released today and many people are trying to download it now. Wait a few days.