I have connected an AppleTv. I can easily control everything from there. I don't really understand the operating system of this projector either.

To set it up, I would press the off button on the back of the projector for at least 15 seconds. Then try again.

Yes, unfortunately I couldn't use it either, neither via bluetooth nor via wifi. Airplay from the Mac didn't work either. I then found an emergency solution with a monitor cable. All in all: small, handy device, but connection not usable, lots of hot air in the description and poor or no support.
If anyone knows a solution or a hack, please let me know.