Hey, I think its alright!
Your Raspberry Pi does not appear in the adb devices util because your Pi isn't a USB device per say. The micro-USB connection is only a source of power in the Raspberry Pi.
And, If you're connecting a WiFi network for the first time, you'll have to be connected to Ethernet. I know that sucks, but that's how it works for now.
And, after you're connected to Ethernet, you can use then use the adb connect to use Wifi and connect wirelessly to networks.
And, in the Android Things you can only connect through adb using adb-over-ip address. This is the CLI command for it:
adb connect `<raspberry-pi-ip-address>`
Now, if you're Pi is running headed, then you can find its IP address on the Android Things launcher screen.
And if it's headless, you can just ping Android.local and let Bonjour get it for you from the mDNS service records. You could also get some other third-party software tool to do it for you as well. You check for them here: https://learn.pimoroni.com/tutorial/raspberry-pi/finding-your-raspberry-pi
P.S. - Connecting to a WiFi network for the first time without an Ethernet connection could actually be done, but it's just a work-around I've figured and might be a hassle. You could check this out if want to know: https://bit.ly/2zOU08F