OK, so these are really stupid.
Once you download the app they wont just connect on their own, and tech support doesnt have a clue.
On iPhone you have to be hooked up to your WiFi network. Once you get to the screen where the app is searching the network for the device, you have to go into your iPhone WiFi settings and switch your network to the device that you are trying to hook up. After that go back to the app and it should connect to it, and ask about your WiFi network.
If you switch to the device before setup, the app will tell you that it doesnt have internet and you cant move on. You have to switch after you initiate setup.