Make sure that you are running the correct version of LiveControl 2:
After that, it's a case of having the MIDI settings properly configured in Ableton / Preferences / MIDI Sync, as well as in Lemur. A typical configuration would be:
Follow instructions above to troubleshoot connection, pay special attention to Control Surface settings and using the correct version of LiveControl 2 for your version of Ableton Live.
To open a MIDI clip in the Sequencer page, tap the Select button on the Launch page. All MIDI clips will turn bright, tap the clip you want to edit. This will change the view to the Sequencer page with that clip loaded.