Does it have is own power adapter attached to the USB cable or is it plugged into a USB 2.0 port on the PC?
Just wondering if it is plugged into the PC whether there's enough power to fully operate the device.
The specs underneath show 5V 3-5W so this means it requires a current flow of 600-1000mA. Usually USB 2.0 ports in a PC supply only 5V @ 500mA, i.e. 2.5W
If you have a charger with a compatible USB plug (mobile phone charger?) that supplies 5V @ 1A (or even 2A - the device will only take what it needs) try using that to see if you can detect the WiFi signal (specs show 2.4GHz 802.11 b/n/g)
Also insert a formatted SD card as well. I've read that the camera on some drones doesn't work without a card inserted. Maybe this is the same.