Thanks to your help, Jingles8302!
Here's what I've been able to do, in case it helps anyone else (see attached screenshots)
I have successfully created a scene with 2 steps (dimmer at 0% and 100%) that fades in/out using "Wait time" and "Fade time" under "Contents" and also using "Fade in" + "Fade out" under Properties. Finally, under "Advanced Properties" I used the default "Loop" option to keep the scene playing indefinitely.
I was also able to send the scene to the myDMX 5 Express through Tools > Stand Alone. And, using Mapping > Map Ports, I was able to program the physical "Next" (light) button on the myDMX 5 Express to trigger the scene without my laptop connected (although I learned that I need to plug the myDMX 5 Express into power via the USB-c port). It works!
I have two new questions 
1. Is there a way to turn off the scene directly from the myDMX 5 Express other than unplugging the USB-c cable?
While the scene is playing, nothing happens when I press the "Next" (light) button on the myDMX 5 Express. The only way I've figure out how to cancel the scene is to unplug the USB-c power from the myDMX 5 Express.
2. Is the myDMX 5 Express compatible with "Time triggering"?
I see this option mentioned in the ADJ MyDMX5 Manual, where you can apparently program a day/date/time schedule for the standalone scene to start. However, when I right-click the scent in the Standalone configuration window and choose "Time trigger" nothing happens.
Thanks again for your help! I simply would not have been able to do this without your guidance.