@John_OS 

Hi,

TP-Link offers "how to" videos that will lead you through the setup process of your range extender. 

There are three different methods to choose from.

Via Tether App:  https://www.youtube-nocookie.com/embed/YXK6BYUy4Wg

Via Web Browser:  https://www.youtube-nocookie.com/embed/WlYtx6d_41A

Via WPS Button:  https://www.youtube-nocookie.com/embed/oCT-hAtL_IQ

  @woozle  I did all that, at least tried to. Without it connecting to the parent wifi modem, I can't do anything. It doesn't show up in the wifi list of my PC or phone. 

  @John_OS 

So, when you go through the Quick Setup the RE815XE scans for nearby wireless networks, in the ensuing list that is shown you select the wireless network of your parent Wi-Fi modem, enter the correct Wi-Fi password of the parent Wi-Fi modem and then click "Next".

What happens after that? Do you get an error message or does the Quick Setup continue on?

  @woozle 

"Go through the Quick Setup"

I can't connect to it. At all. It doesn't show. Period. Like it doesn't even exist. My phone and PC are finding every network in the neighbourhood, but nothing resembling the extender.

It must be defective. I'll return it and get another one. 

Thank you so much for your help!

  @John_OS 

If neither your PC nor your smartphone can find a Wi-Fi network named "TP-Link_Extender", then the RE815XE you have must be defective.

Just to be sure you might want to reset the RE815XE a second time (by pressing and holding the small recessed "Reset" button inside the little hole for a few seconds) and then look again if your PC or phone can find the Wi-Fi network named "TP-Link_Extender". If still nothing, then it's probably time to return it for a replacement.