Station Mode is the mode required for the Nano to be a client. This is the mode that cruisers use to connect to shoreside AP's. As S/V Jedi has pointed out the radio is a transceiver and is broadcasting and receiving.
In Station mode the signal strength lights on the Nano will indicate the strength of the signal from the AP it is connected to. If it is not connected to an AP you will only see 2 green LEDs. The first is power and the second is the LAN.
The airgateway is set as an AP out of the box and basic instructions are included in the box. Plug
the nano into the port labeled POE on the airgateway and plug
your computer into the LAN port on the airgateway for the initial setup of the airgateway. If I remember correctly the setup wizard will make you set a wifi
password and login password on the airgateway. None of this should take you 4-5 hours programming.
There are numerous online tutorials & videos on setting up and Bullet or Nano. The procedure is essentially the same.