Hi Kahil, once your device gets WiFi it should conenct to he internet to get to the Sonoff servers. That allows you to control them from any place in the world, provided your smartphone is connected to the internet either in your home or any other place via WiFi, or on the go via your smartphone 3G/4G mobile interner service.
It should work right away and out of the box that way.
Mine has stopped working outside the wifi network too. Not working over 3g or 4g