The ZSE43 Tilt | Shock Sensor's LED indicator should flash once the battery tab is removed from the device for around 10 seconds, or any time you press the Z-Wave button. Are you not seeing the LED indicator flash, or is the device unresponsive to commands?
To start, please ensure the battery is inserted correctly according to the positive / negative pole marks. You may need to adjust the battery slightly to get the sensor to respond.
If that fails, please try a fresh lithium non-rechargeable battery to rule out any power-related issues. If the LED's flash successfully and the sensor responds with a new battery, the issue was likely caused by a drained battery.
Once you have attempted the steps above and the LED is still unresponsive, please try clicking the Z-Wave button 3 times as quickly as possible to force inclusion/exclusion mode in case you missed when it first flashed.
If the sensor shows some LED activity, but is not responsive during wake-up, inclusion, or exclusion, you may need to try a factory reset for the device. This is a hard reset that will erase all previous activity from the device. Follow the instructions here to factory reset the ZSE43.
Please let us know if this does not solve the issue for you; our team is happy to help!