As I understand it, the Skoda Connect app doesn't connect directly to the car; the car sends data to a server and the app reads it from there. You need to link your account to the car but you don't have to physically connect your phone, set up instructions here:
https://az749841.vo.msecnd.net/sitesengb/alv1/5e458d18-e50b-4a8f-af48-75a5b1a496c5/SKODA_Connect_Registration_activation.3d864c10c7e634c622aa0db10f0144eb.pdf
Have you missed the step "ensure that you have an Internet connection with the vehicle"? If so, you'll need to set up the car's wi-fi connection to first.