AL5802 LED-Driver works on the breadbord, but not on its (seemingly functionally identical) PCB
If you are measuring 0V on the output with respect to GND, the LED should be burned out. Possibly it is installed backwards, or not between +5 and the output. 

If I read your photo correctly, the white wire should be + and the blue wire -, which is the opposite of how you have marked them.