Milo has three LED lights: blue, amber, and green.
When you first plug in any Milo, the blue light should turn on to indicate that it has power.
When the base is connected to the modem, the green light illuminates and then flashes with the amber light while it looks for a connection to the modem. When a connection is established, the green light glows solid. If it doesn't, Milo had trouble communicating with your modem.
The same process occurs when you set up the points. If you do not see the green light glow solid, try moving the point closer to the base or place another point somewhere between the two. See here for more info on how best to arrange your Milos.