Thanks for your reply.
Once you do that on the camera, how does your smartphone respond? If you have Bluetooth enabled then you should see a prompt about getting or launching Camera Connect.
You could also try to manually download Camera Connect from the App Store, and then try again. Then see if the camera shows up as a Wi-Fi network on your phone. If so, go ahead and connect and then follow the remaining prompts on your camera and phone.
Should problems persist, please elaborate on which smartphone you have and what operating system it is running.