New PSW111 Subwoofer: Not sure if power is on


I bought a new PSW111 subwoofer this weekend. I am connecting to a pair of active bookshelf speakers called Edifier R1850DB using a mini stereo plug out. I connect it to my new subwoofer RCA jacks. Unfortunately, I get no sound from the subwoofer. :-(

So let's debug a little bit.

First step: Is the subwoofer getting power?
Actually, not sure. See attached photo with power button circled and unlabeled LED light.
No matter the setting I select for the power butter (On / Auto / Stby), the LED light never lights up.
Is this normal? To be clear, I am using a wall socket that I am sure works. (Tested with other electronic devices.)

Any suggestions?