I searched on the support page and found this “That’s it! Homey Pro will automatically use the ethernet connection if it’s available. During setup, you will be asked to optionally connect to Wi-Fi as well.”
In my case during the setup, hp23 never gave me the option to connect via ethernet, it goes directly to the wifi networks, I tried 3 times and ended up by connecting via wifi!
Have you connected USB adapter correctly ? It’s not intuitive unfortunately. Check out https://support.homey.app/hc/en-us/articles/7262533910300-Setting-up-the-Homey-Pro-Ethernet-Adapter
Also in my case, when I let adapter connected longer time, I realized it stop blinking on activity / orange - I had to unplug it to restart…
Usually you don’t have to set anything, when HP2023 recognize Ethernet, it will connect it via it (and keep Wifi running - it’s a known bug)