First things first: make sure your Wi-Fi network is up and running: are other devices successfully connected to it?
If so, be aware that the Ray remote can only be used with 2.4GHz wireless networks—which is the frequency of most home Wi-Fi networks. If you have 5GHz Wi-Fi, Ray won't be able to find it to display on the list of networks or connect with it.
If you're not sure what frequency Wi-Fi network you have, contact your Internet provider. Even if you do have a 5GHz network, your provider may be able to (or have already) set up a separate 2.4GHz network for you.