The Android device shouldn't be connected to the computer, but just on the same network. If your computer is wired and your phone is wireless, make sure that your router or wifi access point allows the traffic between the wired/wireless networks or your phone will not appear.
Within rekordbox, you click on the Search Mobile button at the bottom left. If it's not showing, open the Preferences > View to enable it.
You'll see this window appear:
On the rekordbox app, open the settings page and tap here:
You'll see this page:
And on rekordbox, you'll see the device showing:
Select it and click Connect.
Then you can export songs and playlists to it.