I haven't played around with it much myself other than making the actually backups, but before launching the installer, make sure that your switch is connected to your network. It takes a couple sec once you turn the switch on to connect. Then try to launch and see what happens.
Sure the switch is connected.
You can add the ftp folder close the app open the app and the ftp folder is gone. Instead the the a new folder without a name when you open that folder, it is the sx installer folder.