Redirecting mobile devices to the mobile client is handled by the web server running in front of your Mendix application in Mendix 4. It should be configured so that relevant devices are redirected to
/index-mobile.html. In Mendix 5, the runtime will handle this itself (alongside optional web server configuration), so that it will work anywhere out of the box.
Depending on where you run your application, this is what you should do:
Public cloud: Nothing! For the Mendix public cloud this happens automatically. You are using the public cloud if you can manage your application in the 'Deploy' step on home.mendix.com.
Private cloud: File a support ticket to have this enabled. You are using the Mendix private cloud if you can manage your application by connecting via SSH and typing
m2ee start and the like.
On premise: Configure it yourself in the web server configuration. Typical web servers used on premise are IIS on Windows and Nginx or Apache on Linux.