Why can't I connect a power cable to the Water Purifier?

Distance is a factor. You can use power pylons to connect power across. If you want to use the least possible pylons, place one right next to the generator, connect the cable, then pick it up and drag it towards the pump. When it turns red, it's too far from the generator and it's time to make a second one.

The biggest issue is higher wires can go further. Once a cable is long enough to drag close to the ground, you can't place it.

In addition to distance, do you have enough copper? I've found that the warning that tells you that you don't have enough is a bit finicky and sometimes doesn't show up (or all my clicking around makes it disappear - I don't know which).