Please check the Guides Page:
Your 3PDT Pad numbering (shown above) is opposite what it should be. Again refer to the Guide.
That said I think you may be using the wrong LED type. We require Common Anode and not Common Cathode. It is an easy coin battery test “see image below” Only use battery under 4v.
Here is the wiring and especially the 3PDT Lug Numbering from the Guides Page
Here is the Continuity Test from the Guides Page: