Hi Hejhenrik and
to the forum.
The pedal sensors do not "Light up" or give any visual indication that they are working.
If you connect the sensor to the harness and turn the battery power ON, you can check its operation by placing a voltmeter across the Green and Black wires and then rotate the pedals so that the magnets pass across the sensor and watch the meter reading.
If the sensor is working correctly, the reading should switch between zero and ~3V as each of the magnets move past the sensor.
The magnet ring must be fitted with the arrow pointing in the normal direction of the pedal rotation.
With some sensors, the gap between the magnet ring and the sensor needs to be as close as possible without actually touching:
But other sensors seem to still work with gaps of up to 5~6mm.
The above picture shows the sensor mounted on the left hand side of the bottom bracket.
Alan