More than likely, you have entered the wrong License key in NinjaTrader.
From the NinjaTrader Control Center, click Help > License Key. Ensure that you've entered the key that NinjaTrader gave you, not AMP or FXCM. The key should begin with "@SIM". If you have trouble finding it, search your email client for "NinjaTrader Free License Key" and make sure it came from email@example.com. Once you've entered the correct key, FXCM should appear in your Provider drop-down menu for your Connection Options.