Without a photo my first guess is that if your are using a bi-color led it is not common anode like the ones I sell for all boards. Again I can only make an educated guess.
Test using a 3 to 4 volt coin battery.
Second Guess: Since there are several popular styles of wiring an LED I can only guess as to which method of 3 main choices you may have gone with. If you wired the LED to the Main board as opposed to using one of our 3PDT wiring boards or wiring the LED directly to the foot switch itself then you have to attach pads 4,5, & 6 of the Main Board to the exact same lugs on the foot switch so the LED knows what is going on based on the foot switch. All of our Main Boards have these same pads for people that like that particular option. (see schematic)
If this is the case you can find further explanation on Page 6 of our Beginners Guide found under the Guides Section of the forum. https://guitarpcb.com/wp-content/uploads/2018/07/GuitarPCB-Beginner-Guide.pdf
Other guesses are it could be blown, a different wiring issue based on your option etc.
Either way the problem would very unlikely be the circuit board. That is easily tested with a DMM using the Continuity function. You can also use continuity to check LED to foot switch.
If you need further help we will need photos.