I am trying to set up airport express and my new imac at the same time. The airport express will not stop blinking amber. I have tried the reset switch

I am trying to set up my new Airport Express before setting up my new iMac. I am a first time apple user. The airport express is glazing amber even after resetting and unplugging the power source. I have a cable connection. What else can I do to fix this problem? Once it set up, how do I set up a network name and password? Once this is set up I can set up the iMac, correct? It is stuck on the select your Wi-fi Network. Any help would be greatly appreciated. Thank you.