Device Not Connected

The 'device not connected' likely means the launch monitor has not been set on the Settings dialog.

Try this,

Launch the golf game
Select the 'Menu' button on the top right and then select 'Settings'
Go to the 'System' tab
Select your launch monitor. The RSG One and Nova are equivalent. RSG Pro and Galaxy are equivalent.
Once selected, the game will exit, and then you will restart the game.

If that doesn't solve the problem, then it is likely that the Ethernet adaptor is not configured correctly.