Add device in myZyxel & Nebula

I have just received a NR5101. 
The setup was really easy. Thanks for that ! 
However I cannot add my device in myZyxel or Nebula. 
I also tried directly with the app 
I always have the same message "Cannot find the device". 
Do you have any advise ? 
Do I need to be connected through the router to add the device ? 
Thanks a lot

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