SMTP (Simple Mail Transfer Protocol) uses different ports to send mails. Sometime your provider block specific ports and you’re not able to send via SMTP. Some providers also allow only sending only via their own SMTP server and block others completely.
The most common ports are 25, 993, 465, 587 for outgoing SMTP connection.
To check if these ports are open at your host go to Settings => Newsletter and click on the System Info page tab
If you’re host is blocking the port you need to send mail you can always use a different delivery method or use one of the free plugins.