There are two parts of setting up the Eye-Fi casd. You need to format the device and register it with your computer. And you need to activate the camera setting to use the card.
Once setup, you need to make sure your computer is recognizing the card. That may mean picking it as a device that should "talk" to your computer. You don't need to access your home network but rather your computer.
One more thing - the file size of the D800 is very large and I don't think it works very well to transmit full files. I set up my cameras to write the NEF to the CF card and a small basic JPEG to the Eye-Fi card.
If you have an iPad, you need to download the app for the Eye-Fi.