Lemur is not available in Audio MIDI Setup / Network MIDI
Lemur does not use Network MIDI. Lemur uses its own Wi-Fi protocol with the Lemur Daemon, which you should have on your computer if you already have run the Lemur Installer. The Lemur Daemon permits up to 8 MIDI ports, rather than just a single one with Network MIDI. You can have another app synced with Network MIDI while Lemur runs on its own with the Lemur Daemon. Have a look at the basic setup videos or the Lemur documentation for more info on the Daemon.