Using the USB-KW41Z board, I flashed it following the steps described in Instructions on how to use the USB-KW41Z Thread Border Router demo. I can now create a Thread network and connect other devices to it (here, FRDM-KW41Z boards). Ping between devices is OK.
I am using windows 7. On the drivers side, I can see NXP USB RNDIS in the list of network adapters (Devices manager/Network adapters), so I assume I've got the right driver. I restarted my computer after a first installation to make sure the driver was recognized.
However, I have no network to connect to, nor any "FD01:" prefix to the hypothetic IPv6 address of my border router as described in the Demo Application User's Guide.
Did I forget a step ?