You might want to try and post this under a different category. It seems that you're having difficulty with the Forticlient application and not a FortiWifi appliance. Regardless, I'll take a stab at helping you if you'd like.
I went ahead and installed the Forticlient, turned on Web security, and successfully had it block several inappropriate websites without issue. I was able to get to Google.com just fine also.
According to your screenshot, it looks like everything should be working fine. Are the websites you are trying to block still coming through? Also, what kind of error are you getting when Google is failing to load? Is it a timed out error? An SSL/TLS error?
I'll keep my VM up that has the Forticlient installed for a bit if you want me to keep troubleshooting this with you.