I am not familiar with network setting with bridge 1 and hope to get some answers there.
The setup screen on PWD has WIFI setting screen, tried it and unable to search other AP via WPS. Is Bridge 1 has WIFI function or I have to install WIFI AP on USB port of Bridge 1 to make it work?
Bridge screen on PWD showed “connected” with DCHP enable, but unable to play music from QNAP NAS to PWD. Is there any detail setup procedure that I could refer to?
The Bridge (either I or II) does not have WiFi capability. It is a UPnP/DNLA device, which means that you need to use software designed to work under this system.
There are two ways to play music from your Synology.
Use a server (either installed on the Synology or on a networked computer) along with a control point on a tablet or phone. Synology offers a server called Audio Station that is free – download it from the Synology Package Center. This is a good place to start if you are new to all this stuff. Many of us here like MinimServer, which is far more powerful and flexible (especially for classical music listeners) but requires more work to set up. There are a number of control points. BubbleUPnP is probably the best one for Android; for iOS try mcontrol (not perfect but one of the better ones).
Use a program like JRiver installed on a networked computer. JRiver can act as a server and also a UPnP control point if it is configured correctly. Getting that configuration right is not always easy; I think there is a JRiver setup guide somewhere on the PSA site.
I’d suggest starting with Audio Station to get the hang of things and go from there.
Back when PS Audio were designing the Bridge (Mk.I) they also planned to sell a USB WiFi dongle to go with it. This would be matched to the Bridge plugged into the USB port on the Bridge and the Bridge firmware code provides proper drivers and code to control the dongle. I believe that a few beta test samples made it out into the wild but the project was dropped for some reason, possibly that WiFi did not provide a sufficiently reliable link for some users. The WiFi code remained in the Bridge firmware, but has nothing to control.