On a first installation and sometimes after a network change your Thinka may fail to connect to HomeKit. You might see the "Connecting to Bridge" message appear and then "Accessory not found".
In most cases this is points to a network problem.
If this is your first time you connect to Thinka make sure to reset HomeKit under Settings -> Apple HomeKit on the web interface of your Thinka.
If you have been connected before, use the same iPhone or iPad to install the Thinka Setup app and check whether it can find your Thinka. Your Thinka should be visible. otherwise you need to resolve your network issues. In most cases this is due to routing problems in a complex network or a misconfigured IPv6 network.
HomeKit uses the Bonjour/mDNS protocol for discovery. In more complicated networks (multiple routers, VLANs) or with some access point configuration this traffic might be blocked. You can use the Discovery app to see if the Thinka is always visible under the _hap._tcp key when your iOS device is connected to the same network.