Let's start from the wall out let and work towards the printer.

First (and you should always do this) make sure you're using the power supply provided with the printer. Just because a power supply fits the jack doesn't mean that it works! The Polar3D power supply, for example, is the same size as the Inventor II's. BUT - the Polar3D is 12V instead than 24V. You will damage both printers if the power supplies are swapped. The photo below should help you identify.

After you've confirmed you're using the correct power supply. See that the indicator light on the power supply is on. It'll be blue or green, depending on model which you have.

Move the switch into the upward "ON" position.

Press the black button. This is where things get funny for some users. You may need to press it vigorously or over and over to establish a connection. See below. You'll notice the lights turn on and stay on, indicating power to the machine.