Hi @Anne86 and welcome to the forum. I'm assuming it has been working in the past but if it is brand new then take the back off and make sure all of the paper tab has been removed as it can break off leaving a portion blocking the battery connection.
To help you try to get your remote working the links below are to remote troubleshooting guides:
Troubleshooting guide
Remote help
You could also try holding the remote at both ends and giving it a gentle twist as though you were wringing out a cloth. Even though it sounds an unlikely solution it has got many faulty remotes working again (including mine).
If none of the above help then I would request a replacement at the following link: Streaming TV replacement remote
If you are lucky enough to have one available you can use a Sky Q remote while you wait for a replacement to arrive.
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