@Camilosoler,

So you are correct, the device is not linking to your network; when you are going through the setup process for the device, does the setup indicate that there was a problem with the setup; the app should walk you through the process and will switch between your phone and home network to setup the dimmer. The most common reason for failure is that there is either a VPN enabled on your device, or the setting for Private Addressing is enabled for your home and devices network. 

Also, to clarify, are you able to see the device connected to the network from your router's client list? If so, the devices arent able to communicate with the cloud, in this case, try changing your DNS server.