If the openSPOT2 is in AP mode (indicated by white LED), then it does not connect anywhere, it just broadcasts it's own Wi-Fi network called "openSPOT2 AP". sharkrf.link will not work in this case because it needs your openSPOT2 to be connected to your Wi-Fi network.
If you connect to this "openSPOT2 AP" Wi-Fi network with your browser device (phone/tablet/computer), then the initialization setup will pop up. If not, you can enter the IP address http://192.168.99.1/ into your browser. This IP address is only active while the openSPOT2 is in AP mode (indicated by white LED).