No broadcast wifi from deeperconnect pico

I just got my deeperconnect pico. Connect the wifi adapter, turned it on with a power cable connected to my laptop. Waited for the blue flashing light to turn red and nothing happen. I can not find the wifi DeeperWiFi-XXXX. The wifi adapter is flashing blue though. Please advise on what other option do I have in order to connect to this pico device? Frustrated customer. :(