If it's brand new, it should already be set up between the drone and the remote controller. In the dumb question department, why do you think it is not connected?
Hi there. Thank you for reaching out and our apologies for the trouble. Can you please confirm what error message did you experience on the app? Please make sure that the firmware of the aircraft and the remote controller are both using the latest version, you may update/refresh the firmware of the said unit using the DJI Assistant 2 software (please check the download link below). Furthermore, you may follow the tutorial link below on how to re-link the aircraft to the controller for your reference. Please keep us posted. Thank you for your support!