I see that there is an option to set my longitude & latitude in the time setup, and I see settings for sunrise and sunset, but I cant find any documentation on how to set it so that it turns off at sunrise, and off at sunset. I have them set to active, but nothing happens. Is there something else I need to do to get it to work?

I believe that Sunrise & Sunset trigger presets or playlists which you specify. Presets can be made to turn wled on, off, or toggle on/off.

When adding a preset, uncheck “use current state” and a text field will appear in which you can enter JSON strings. Here are lists of HTTP and JSON commands that can be used to make presets. I’ve never used this feature, but I believe you’ll make one preset containing “&T=0” and a second one containing “&T=1”. (The ampersand may be unneeded?). Then just Trigger the presets as needed. Use T=1 to turn on and T=0 to turn off.

Sunrise and Sunset are calculated times based on Lat. & Lon. you enter. In the Time&Macros section you can use that time as a trigger to execute a Preset you’ve previously defined. A Preset is just a saved state of WLED or as @mjg1088 mentioned, you can embed JSON commands to do various functions.

For me the easiest way to use presets and time settings is to set up your string as you want it to appear at Dusk and save it as an ON preset# with all settings checked. Then turn off your string in WLED and save that as an OFF preset#.

In Time&Macros assign the ON preset# to Sunset (with an offset of + or - minutes).
Assign the OFF preset# to Sunrise (with an offset of + or - minutes).