Does the beeping continue indefinitely?
Shouldn't do that, it would usually indicate some serious issue needs attention, possibly not even linked to controller?
Are you seeing an image from the camera? it should be there and respond as you change settings such as exposure.

One step you didn't mention is that at first use you have to register with DJi through the app.
After that there's no particular need to have internet but the map feature won't work unless you cached the area while online before.
The updates it will nag you about are not obligatory - and the process is quite complicated until more familiar with it.
Probably best to just skip for a few times at least.