Lemur iOS can connect to your Mac with the USB sync cable that is included with your iOS device. This enables MIDI communication via the Daemon, and editing/loading templates via the Editor.
Make sure you are using version 5.3.1 (or later) of the Lemur Editor and Lemur Daemon. You will then see both Wi-Fi and USB versions of the Daemon ports available when you are configuring your MIDI Targets, and the Lemur Editor will also list both a Wi-Fi and USB target when you connect.