Possible solutions:

1. Make sure the selected WiFi connection is 2.4GHz.
   See also the 'How To check frequency EN.pdf' document attached.
    
2. Close the setup wizard, wait a few seconds, restart the setup wizard.
    
3. Try moving the Device somewhere else in range of the network.
   Even if your computer can see the WiFi network, the device may not be able to because the WiFi module doesn t have the same range.