If you are just trying to check whether there is an Internet connection and not if a particular site is accessible you can use the following Windows API call. If using from managed code then you need to add a reference to the correct wininet.dll to the project or set using $set ilpinvoke as shown in the example.

where WS-BOOL returned can be:
0            No current Internet connection.        
1            There is an Internet connection but the kind is unknown.

Check value of connection-state to determine the specifics where it can be one or more of the following added together:

78 INTERNET_CONNECTION_CONFIGURED value h'40'. *> Local system has a valid connection to the Internet
78 INTERNET_CONNECTION_LAN        value h'02'. *> Local system uses a local area network to connect to the Internet.
78 INTERNET_CONNECTION_MODEM      value h'01'. *> Local system uses a modem to connect to the Internet.
78 INTERNET_CONNECTION_OFFLINE    value h'20'. *> Local system is in offline mode.
78 INTERNET_CONNECTION_PROXY      value h'04'. *> Local system uses a proxy server to connect to the Internet.
78 INTERNET_RAS_INSTALLED         value h'10'. *> Local system has RAS installed.

$set ilpinvoke"C:\\Windows\\SysWOW64\\wininet.dll"
program-id.   testconnect.
environment division.
special-names.
    call-convention 66 is winapi.
working-storage section.
01 connection-state  pic 9(9) comp-5 value 0.
01 ws-bool           pic s9(9) comp-5 value 0.
procedure division.

     call winapi "InternetGetConnectedState"    
            using connection-state                                  
                     omitted                                  
            returning ws-bool                              
     end-call.