There are a several major functions that can be handled tethered, so could you explain what you are trying to accomplish?
The easiest problem is simply viewing images immediately after capture. For viewing, something like the Eye-Fi card works well to trasfer images from the camera's SD card slot to a wifi enabled device. For wireless transfer, small files are faster so I normally shoot RAW + basic JPEG with the NEF to the CF card and JPEG going to the Eye-Fi SD card.
If you are trying to upload NEF files or large JPEGs, the Eye-Fi card works but can be slow. Other more powerful solutions are going to be required. Some photographers use other wireless devices to upload files on the fly. Nikon makes the WT-4A/B/C/D/E Wireless Transmitter for this function. This is also a place where shooting connected to a computer works and the LR4 solution and many others should work. The D800E has an ethernet connection so you can simply cable connect from the camera to your computer.
The most advanced situation is controlling the camera remotely. Nikon Camera Control Pro 2 allows you to control most camera settings from a computer - as well as supporting Live View. You can change shutter speed, aperture, exposure mode, hue and WB. In this situation you have the benefit of a large monitor for precise focus, examining exposure, etc. The monitor also can be calibrated so you get more precise color than on the LCD which is not color managed or calibrated. With this solution you still need to transmit images to the computer via wireless or whatever approach is desired.