Unplug your board, flip the switch to the right position as shown here
Launch the Android application on your phone and you should see:
Use the USB Micro cable and OTG adapter cable to connect the Circuit Playground Express to your Android device. Click 'OK' to allow the application permission to access the Circuit Playground.
If your Android device has USB C instead of USB Micro, you can use this cable:
If your phone is USB Micro, but you you want to cut the adapter out of the mix, you could also use one of these: