Once you think you have turned on the heating, look on the right-hand side of the screen, near the top. A button will have appeared labelled "HVAC". Tap on it. This will take you to a screen where you can set the temperature. Choose your temperature then tap on "send" (at the bottom).
You'll get the wee rocket saying it's sending, then a message saying the temperature has been set. If you miss out this step the thing will blow cold air at you. Happened to me the first time I tried, but someone here on the forum put me right.
At that time the app made you re-enter your PIN to send the temperature, but thankfully it no longer does that.
Unintuitive? Counter-intuitive? User-hostile? MG?