The WL terminology is weird, as that's Sony's name for their OEM wireless flash system, but Neewer (Meike?) may be using it to simply mean wireless. Looking in the user manual on page 15, this screen appears when you press the horizontal lightning bolt button to select how you want the flash be set for wireless communication.

If the speedlight is used on-camera and you want to trigger it by the foot, you set WL Off; if you want to use it as your on-camera radio transmitter, you select Tx (transmit in radio engineering-speak); if you want to use the flash off-camera as a radio receive, you select Rx (receive).

Another possibility for the transmitter and flash to not be talking to each other is more-hidden: mismatching ID settings (page 17). ID codes are used to prevent other users on the same channel in the vicinity from firing your lights. It's a sort of digital filter on top of the analog channel. So, check that the ID setting is identical on both the flash and the transmitter. And maybe consider using the SCAN function (page 17) to find the least-crowded channel to use, instead of the default Channel 1.