What is the model of your Thermostat? The learning thermostat models can be set up using either the Home or Nest apps on your phone. The newer model of Thermostat can only be set up using the Home app. Once you've got it hooked up you should be able to set it up as a new device in the Home app.
Since you weren't more specific about what settings you're trying to change or whether you already have the initial setup completed or not this is the best answer I can give you right now.
-From Binary Jay, Gold Product Expert.
