That is a good question. I don’t know of anyone who has. However, there is a bigger issue. It seems that your WLAN-USB Stick UD-WL01 is a MIDI device, and Audacity has extremely limited MIDI capabilities.
Audacity is NOT capable of recording (or inputting) MIDI even if you are directly connected.
Another DAW such as Cakewalk might have the features you need.
It is possible for Audacity to record over LAN or WLAN, but it requires a real-time audio streaming service such as RTP. I have only seen this done on Linux, though in theory it should also be possible on Windows / macOS. HOWEVER - that is NOT what you have with a UD-WL01.
The Yamaha website is very sketchy about what the UD-WL01 actually is, but from a quick scan of Google it looks like jademan has hit the nail on the head:
Audacity cannot record MIDI. Audacity records “audio”.
MIDI is not audio. MIDI is a means for electronic devices to send and receive commands. For example, a MIDI keyboard can send MIDI commands to a MIDI synth that tell the synth what to play.
It seems that a typical use for the UD-WL01 is to send commands from an iPad to a compatible Yamaha keyboard to tell the keyboard what to play - no audio is passed from the iPad to the keyboard, just commands (instructions) telling the keyboard what to do.
Sorry forgot (can not edit the former post).
The Yamaha support wrote something about a UD-BT01 (= USB) to use together with some cables …
Installed right now Garageband (had to update first the system to the newer ios 15.x).
Will buy this adapter and test it then.
The former UD-WL01 goes back to the seller (nearly twice the price of the UD-BT01).
In general i think (after 2 hours looking around in the net, and what I know from earlier years), hard- & software for musicians are crazy expensive!
UD-BT01 costs around 50 Euro, UD-WL01 around 100,- Euro.
Both are only available for IOS /Macs, no Win* and propritary protocols.
A “normal” WiFi or USB adapter will cost around 15-20 Euro max.
When I have the new adapter, I gues I will try it once with Audacity - and report back here.
Thank you for your update. BTW, your profile says Windows, but based on your comments and the device you said you are purchasing you are apparently on Apple. Garageband will likely work with either device. I do not believe that Cakewalk will run on MacOS or that Garageband will run on Windows. I do not have personal experience to speak of with either program.
Basically correct - Windows (my main environement, also for used for web coding because I am a webdeveloper [not designer]).
But we have also an iPad here, the whole “thing” is primary for my husband, she wants to record what she plays for here children from her class (she is a primary school teacher).
Soo, we have both here, and I have seen what for is Cakewal and Garageband.
Downloaded and installed now Garageband (updated before the iPad with version 1.5.x as this is the minimal evrsion for it).
Now I have to buy the bluetooth adapter and then I can see if the connection can be established.
If she needs then more, I could try Cakewalk.
And - as written, when from interest, I can post here more about the ongoing process.
Personally I prefer Audacity, worked with that already many years ago.
But what I’ve had learned the last few hours, also in these days: “everyone cooks his own soup” - again, times have not changed!