Did you follow their FAQ?
Go to your Danalock app, select “Device”, then “Z-Wave” then “Connect”. Remember to set your gateway to Inclusion mode. The lock should be no more than ½-1 meters from the gateway. Inclusion will begin. It may take some time, so please be patient. Please refer to “Click Functions” on the last page of the Danalock manual.
Note: Be aware if your Danalock is connected to gateway first, your lock can’t be installed in Danalock app. If you want both possible way for executing commands, lock must be installed in Danalock app first (via Bluetooth) and then gateway (Z-Wave).