Before you connect the Hub, make sure you have chosen a proper location for the Hub.
To that chosen location, a wired Internet connection will be needed. A wireless connection will not work. The Hub also has to be powered by the provided power supply. Underneath the Hub, the cables connected should look like those in the picture below. To the left, the power supply is plugged in the DC 5V input. To the right, note that there are two lights turned on next to the Internet cable, meaning the Internet link is good.