When using the application for the first time, you have to pair the devices (trainer, heart rate monitor, cadence sensor, etc.) that you will use with it using the icon shown in the upper left of the application.
Once the devices are paired, you won't have to go through the pairing process again in successive sessions with the application.
Android: you can see the paired devices in the upper right.
IOS: the application itself will suggest you use the same paired devices again.