I have a eDMX1Pro and used a eDMX2Pro and both worked straight away, out of the box.
I usually plug my computer and eDMX together, then booth up my computer, then open Dot2.
Then press on Setup --> Network interface, and select the network you would like to use (local Area, or Ethernet).
Then go Setup -->Network Protocols and make sure that the protocols are active and ticked in green. Wait a couple of seconds, then you should be able to control whatever is attached to your stream, if patched correctly.
I occasionally use the wifi and router option for plotting, or specific circumstances (I have designed a show in a 70mt x 35mt carpark and was able to walk around to do a channel check and focus. The router was set up in the centre of the carpark).
I totally agree the wifi option is not recommended for running shows.