You will see this new button in Helmsman V1.3.0.0 and up, simply click it and that's it!
When it goes Green, you know that Helmsman is waiting for a connection.
Added to the titlebar of Helmsman will be the IP Address and Port that you will need to use in HelmsmanRemote. (Click the Gear icon in Helmsman Remote to add these values).
Note: In order to avoid special router settings, forwarding ports, etc... make sure that your iPhone is connected to the same network as the computer running Helmsman.