To amplify Artie505's response with some things I have discovered through personal experience setting up several networks:
- Always configure the Airport Express, Airport Extreme, or Time Capsule that will be creating the network first and verify you have both LAN (Local Area Network) and WAN (Wide Area Network a.k.a. intgernet) connectivity
- If the Airport Express(es) being used to extend the network range are within range of the computer you are using to configure the network you should be able to configure them in the intended location but that raises the question of why you need to extend the network
- If they are not in range, you will obvously have to move them closer to the computer you are using for the configuration but they do not need a physical (ethernet) connection. Wi-Fi works just fine
- If they are new out of the box they should show up in Airport Utility, but often it will take a minute or two longer to "discover" them so be patient
- If they are not new out of the box you may have to "reset" them to factory default by inserting a straightened paperclip into the reset next to the audio port on the back of the Airport Express, with the AE plugged in, and hold it for a long six seconds until the light on the front begins to rapidly flash orange.
- During the setup when you select the option to Extend a network or Join a network you will usually find the network listed on the drop down menu, but if not simply enter the name of the network. All of the other settings with the exception of the Airport Express name and password will be read from the network it is extending or joining.
The only complaint I have about the Airport Express is its lack of dual band (2.4GHz and 5GHz) capability. With the AE it is either/or but not both. I sometimes use an Airport Extreme to extend a network for that very reason. One Airport Extreme is cheaper than two Airport Express and seems to have better range to boot.
