To get the updated device database, your requesting server's IP address needs to be whitelisted with SDL. This is listed as step 1 in the documentation (http://docs.sdl.com/LiveContent/content/en-US/SDL%20Tridion%20full%20documentation-v1/GUID-8E5F4BCD-E975-43A1-9884-BDD73D232195):
Ensure that the IP address of the machine on which you wish to set up the device database is on the white list managed by SDL. When in doubt, contact SDL Customer Support for more information.
If you're trying the update on your localhost, or a server that hadn't been registered you will get an error, and this may be it.