To turn on the lights you have to use the turret rotation stick and trim set to max. I'm working on painting mine right now So I can't remember which way you move it. Also make sure that both plugs are in the MFU. the three pin and two pin. They should be seated one above the other.
If that doesn't work you can hook up a 3V supply directly to the LED and see if it powers.
Hope this helps
Bill