It should be as simple as plugging in the robot and making sure you can connect to the robot via their software. RoboDK will then connect to their software's API and control the robot, hence why the IP address in the video is configured to 127.0.0.1
if you have any further questions I'll gladly try and assist.
The connection should work using RoboDK only. Make sure you have a recent version of RoboDK installed. You shouldn't need to install other software.
If you have any issues you can share the log in your connection panel so we can better understand the problem.
Did you wait some time so the required packages could be installed?
Can you try again and send us a print screen of the Show log window?
The Wlkata robot requires a serial COM port. Are you using a serial (RS232) connection? In this case you should enter COM1 in the IP/COM field (or the correct port used by your computer, COM2, COM3, ...).
To know the correct COM port you may need to open Window's device manager and look for the correct COM port.