You can use the LAN cable method too, the WIKI says DHCP is enabled by default, so you could plug a lan cable into the rPi to your network (that has DHCP server enabled) and connect. Watch the screen on the HM, an IP address should pop up... You can put that IP into a browser on a computer on the same network and the HM page should load.
If you don't have a network port available you could plug the rPi directly into a computer or laptops LAN port, then setup that computers IP address to match the what the HM loads by default (192.168.200.1), so set your computer IP to something like 192.168.200.10 (anything other than 1) and then load a browser and connect to 192.168.200.1 and the HM page should load.
From there you can go to CONFIG/NETWORK/WIFI and SCAN for your WiFi network and connect to it. Once connected to the WiFi network you can now use the IP address assigned through the WiFi network to connect to the HM and pull the LAN cable...