I assume you have gone through this document Pro/ENGINEER, Creo Elements, Creo Parametric modeling prerequisites for use with Capital .
Take a look at the last four bullets, especially the fourth-last. Have you made sure that the ENTRY_PORT property for the VeSys connectors correspond to the csys in the Creo connector.prt that you want to designate as the entry port? If all this is set up accurately, then when you designate the connectors in Creo to the incoming nwf data, the csys will be set as an entry port (TRUE in the Modify Parameters dialog). I suspect you have done all this and so have been able to terminate the network on such csys'.
The other problem is that the network is possibly discontinuous somewhere and so the autorouting fails. You'll need to check that out.
If you've done all these and it hasn't worked, please send me the nwf and the Creo model and I'll take a look. email@example.com