Why would it be cooked, as it sounds like it never worked from the word go?

Most ESC need to be programmed, wouldn't this one be the same?

Not knowing anything about this ESC I couldn't give you instructions on how to programme it, but I am sure someone else here has had an ESC like this and could offer some instructions on how to programme it.

Perhaps something on the board has a dry joint and may need to be resoldered. I can't imagine that it would have a solid warranty coming from ebay.