I’m assuming you are running the Sample apps in the iOS Simulator. Is that correct? If so, then seeing the “Please Connect Structure Sensor” message is normal.
The Structure Sensor does not work with the iOS simulator, similarly to what Apple does in Simulator with AVFoundation and the iOS color cameras. That’s because the Simulator binaries of the Structure framework do not pass-through sensor data when it is connected to the USB ports of a Mac.
It could be done, however, and that would probably be a nice addition. We’ll put some thought into this for future SDK releases.
In the meantime, you could potentially implement this yourself, using the open-source OpenNI drivers.
Thanks for your feedback,