I feel your pain with Heos, and I've experience much of what you have. As a Pro Integrator/Designer, we're always looking for products which will help improve *our* brand and we think/thought Heos would be a good alternative to Sonos.
So, enough on that...let me help you with your issues.
1) To share the music on your PC: Open Windows Media Player, first add your music folder to the library. Then, click on Stream -> Automatically allow devices to play my media. Then open your Heos App and select Local Music and you should see your folder there.
2) You don't need to be hard-wired to your network for Heos to work. Unfortunately, to add a Heos device or to install the Heos app on a mobile device/tablet you must connect a 3.5mm mini cable. If you still have connectivity issues, try closing the Heos App altogether and re-open.
I agree, nowhere near as simple and polished as Sonos. They definitely have work to do.
Also, there's no desktop app at this point which is absurd.