Airport Express will not Join a Network via Ethernet

Apple assumes that you want to use the WiFi on the Express, so you still have to configure the Express to provide a WiFi signal during the initial setup. Then, once the Express is up and running.....you can go back in using AirPort Utility and turn off the WiFi function on the Express......so it will operate only as a wired AirPlay device.

Post back if you need step by step.

The Express does not "join" an Ethernet network......it only "joins" a wireless network.

The AirPort Utility setup "wizard" will configure the Express for you automatically with the correct settings.

What is it that you want the AirPort Express to do? What service will it perform on your network if your goal for the Express is met?

Is there any difference on the Airport Express whether I select Create or Extend a wireless network?

Big difference. "Extend a wireless network" is used only if the Express will be connecting to another Apple AirPort router on the network using a wireless connection. If the Express is connecting to a third party router using a wireless connection, the Express will be configured to "Join a wireless network" automatically.......since the Express will not wirelessly extend a third party network.

If you don't want the Express to "extend a wireless network" on an Apple network, you'll have to manually change the setting to "join a wireless network" after the initial setup.

"Create a wireless network" is always used if the Express is connecting to the main router using an Ethernet connection, no matter whether it is an Apple router or a third party router. If you don't want the Express to provide a WiFi signal, you can turn off the WiFi as an additional manual step.

Is there any value in me changing the IPv6 to Local Link only? My ISP (Shentel) does not have IPv6.

Won't matter if your ISP is not using IPv6. If they were, Link Local Only would be the correct setting to use for the Express.