The free Save Wizard download is only meant for use with offline games. Use it only for personal purposes such as hastening game completion and increasing satisfaction. It is not possible to apply cheats to online games and this is expressly discourages by the developer.
The wizard should work on most games bought in various regions. However, it will not work on Japanese games because of the laws in the country that forbid modifications to saved games. Only Japanese games that were bought outside of the country can be supported as started in the Save Wizard FAQs.
If your copy is not working, then you might need a license to activate the features. If you already have a license and the problem persists, then you should check your firewall settings. Provide an exception for the program to access the Internet.