Airport Express: Joining existing non apple network in client mode wirelessly for Airplay usage

Perform a Hard Reset on the AirPort Express, then use the AirPort Utility setup "wizard" to automatically configure the AirPort Express to join the third party wireless network.

The only tricky part about this is that you may need to manually select the Wi-Fi network that you want the AirPort Express to join if there are multiple Wi-Fi networks around you.

To perform a Hard Reset on the Express.......power it up for a few minutes, then hold in the reset button on the back of the device for 7-8 seconds and release. Allow a full minute for the Express to restart to a slow blinking amber light status.

On your MBP........

Click the Wi-Fi menu at the top of the Mac's screen

Look for a listing of New AirPort Base Station

Click directly on AirPort Express under that listing

When you click on AirPort Express, that will automatically start up the AirPort Utility setup "wizard". The wizard will take a few seconds to analyze the network and then display a screen that looks like the example below except that you will see the name of Wi-Fi network to be joined.

Follow the prompts to assign a name and password for the Express and select the name of the network to be joined.

The express can Join any existing wireless network.

https://support.apple.com/en-us/HT201621

I have an express setup to wirelessly join an Asus router.

Almost all you need to do is name the Express and setup the wireless to correct join a wireless network.

NOTE.. if you use Gen2 Express on the latest firmware it can be unstable. I deliberately run this one on 7.6.8 as it works better. Airplay 2 which was feature of 7.8 firmware works poorly. Give it a try but if you have issues just go back to the earlier one.