Why won't my new Craftsman garage door opener power on?
There are two options here:


You've installed it wrong, or missed something: maybe it's as simple as a switch on the unit that needs to be turned, or the remote batteries aren't in right
It's DOA, and no amount of re-configuring will work


You're going to have to go through the whole set-up top to bottom. Check all your connections, make sure that batteries are in right, that any fuses are installed and work. Then call Sears.