@Extender_42 

Hi,

Is the Signal LED blinking or is it completely off?

According to the user manual
Signal LED "Blinking" means "WPS connection is in progress" and
Signal LED "Off" means "No wireless connection is established". 

Could you please post a status screen of the TL-WA855RE like the example below?
 

Does "4. Internet connection is available." mean that you are getting Internet through the extender?

Did you input the SSID of the wireless router manually or did you select it from the list of wireless networks the extender showed to you?

  @woozle 

Hello,

The signal LED is blinking when I tried the WPS method but when I tried the 2 other methods, it was off the whole time.

The SSID was selected  from the list of networks.

This is the screenshot of the status

  @Extender_42 

The wireless network SSID you are trying to connect the TL-WA855RE to, is this the network of your own router at home or is it something like a hotel network or a company/office network or some other public network?

Do you have a chance to try to connect the TL-WA855RE to some other wireless network, just for a test to make sure it is actually working?

The wireless hotspot of a smartphone with a data plan would work for this purpose as well.

  @woozle 

Yes, the network is from my home.
 

I just tried connecting to other wifi and it worked fine, maybe there is a restriction on my home router or settings that I need to set up on it?

  @Extender_42 

I think if your home router was using access control (i.e. only allowing some particular devices to connect), then you would know about it.

But it would still be a good idea to double check it.

Can you post the brand and model number of your home router?

What is the firmware version of your TP-WA855RE? (can be found in the "Firmware Upgrade" menu of the web GUI as well as the Tether app)