Programming procedures vary from model to model, but on most an LED light on the overhead unit that should go out or flash when a signal is received from the remote so the problem is most likely with the remote itself.
You might want to recheck the battery is good and installed correctly and that it is actually the correct remote for your model opener. If so and no remotes will program then you might have an interference issue where something is blocking the remote signals or may need to replace your remotes.
The information in your manual and the links below may help further.