The best way to test an electronic or electrical device (we're talking 12 volt DC here) is to connect it directly to a fully charged 12 volt battery. It doesn't have to be the one in the boat, often your car or truck battery is more convenient.
Doing this bypasses all the boat wiring, fuses, circuit breakers, switches, etc.
If it works connected directly to a battery, there is a problem with the installation or the boat's wiring.
If it doesn't work, it's defective and you save yourself a lot of trouble trying to find a non-existant problem on the boat.
And yes, on some of these more modern electronic devices, you can't just "hit" the power button, you have to press it and hold it for a second or so. It's not just a switch like the light switches in your home, it's starting an electronic power on proceedure.