The remote controller was designed to connect to a mobile device via Wi-Fi, but some people are using an OTG cable
(like this one) along with a USB cable to connect the mobile device directly. Using a cable is faster than hooking up the Wi-Fi and can sometimes prevent/resolve connection-related issues.
DJI employees often mention this connection method is not supported. It might not be an option in the future at some point. That has never been officially confirmed by DJI either way though.