How do I connect my trainer, heart rate monitor, etc?

You can use your phone as a bridge.

For example, your Wahoo Kickr and Apple Watch connect to the Zwift Companion app on your iPhone; then the Companion app connects over wifi to your PC running Zwift.

If you are using a direct connect (wifi or ethernet) enabled trainer, you may need to set NETWORKING="host" for Zwift to be able to communicate to the device.