If you're having problems connecting to P3D it is due to a couple of possibilities...
1. You must run the DB Rebuild facility first to create your P3D base data files because yes, I did omit them from the demo download. That has now been rectified (6/2/16) and if you download it again all will be well, although you should still run the PF3 DB Rebuild if you have any addon airports, etc.
2. If you have ever used one of those migration tools with P3D you must ensure you don't have a dummy FSX.EXE file sitting in your main P3D folder, because PF3 will pick that up first and create DB files for FSX rather than P3D. Again that would be rectified the first time you make a successful connection to FS
3. Provided that the P3D files have been created in your PF3/Data folder all will be well. You should have 5 files starting with the name PF3_P3D and two files with the name PF3P3DData.