You shouldn’t have to do anything to activate it, other than insert the battery. The pen does not have “hover” support, so it won’t behave like an N-Trig or Wacom. You have to press down on the screen to use it. Make sure that the pen tip is the first thing that touches the screen, not your palm.
It’s also not the greatest pen out there. The two buttons on the pen are supposed to be right click and double click, but they don’t really work well. It also has quite a bit of lag and jitter.