You can't control it from ASIAIR app, you need to change it in your camera, "Function settings" I believe.
And for example, APT can control it, and all AP apps that can control mirror lock - usually set it to active, to set mirror lock delay and avoid vibration.
Also mirror lock enables 2 click shots, firs click - mirror release, second - it takes the picture. So ASIAIR can do only one shot and it makes mirror up, but not actual shutter release and sensor activation. Looks like that's why you can't get a picture - because it's not made yet so ASIAIR cant download it from camera :) So make sure mirror lock is disabled, and one shot mode is available for ASIAIR.
And sure, we will appreciate if ZWO will include mirror locking and delay for DSLR control in future releases! ;)