How do I install the EW-WU111 D-Fly on my 12-speed Di2 bike?

If you're looking to add the EW-WU111 D-Fly to your new Shimano 12-speed bike in order to enable Bluetooth/ANT and use the mobile app, here's some good news:

All of this functionality is built into the 12-speed rear derailleurs. You do not need any addons to enable BluetoothLE on 12-speed bikes.

In fact, if you were to add the D-Fly to a 12-speed bike, the bike would stop working completely - only one bluetooth-capable unit can be installed on a Di2 bike.