The picture you took doesn't have any USB cables plugged into it. It may require the USB plugged in to the matching VGA to power it if it doesn't have a wall wart.
Minimum should be:
1 x monitor into the monitor logo D-Sub 15 port.
1 x computer VGA cable into D-Sub 15 port marked PC1.
1 x computer USB cable into USB port marked USB1.
1 x keyboard into console USB port.
1 x mouse into console USB port.
Use PC2/USB2 before plugging anything into PC3/USB3.
When everything is plugged in and turned on, try pressing scroll lock -> scroll lock -> 1 (above the letter Q on QWERTY keyboards) on the console USB keyboard and it should switch to PC1/USB1. If it does not, press the button, wait a few seconds for the display to come on and if it doesn't, press it again. Rinse and repeat until it shows up or you've gone through them all.
If at least one of the PC1-PC4 lights aren't on, there's still a power problem.