As hard as we try to make Prosody painless to get running, occasionally things don't go to plan. If you can't find the solution to your issue here then contact us and we'll try to help sort it out.
First, try running
prosodyctl check, which may be able to diagnose some common issues.
Prosody requires no extra configuration to communicate with other servers. Usually the problem is due to network or DNS issues.
If you have access to a command line, run: telnet yourdomain.com 5269
If telnet just appears to hang, then it is likely your DNS is not configured properly, or more likely port 5269 is firewalled. If telnet prints "connection refused" then it indicates Prosody is not running, or you are connecting to a machine without Prosody (yes, it happens…).