Brushless motor not turning
These BLDC motors require a controller for each (which is quite complex, but can be purchased as a module), which is called an ESC (Electronic Speed Control) in this domain. 

They often look something like this: 



There are more parts on the back of the PCB, and typically it would have some heat shrink over the board. 

The three wires at the bottom go to the 3-phase BLDC motor, the red and black wires at the top go to the battery (heavy current- more than a 9V battery can supply) and the other three thin wires are for control. The connector, voltage and signaling is similar to that of a conventional RC servo- a TTL-level pulse of width 1-2ms, repeated at some tens of Hz to a couple hundred Hz. Narrow pulses are for slow, wide for fast motor speed command.