First: check battery condition.
Are all 6 batteries fully charged? Or for non-rechargeable batteries: are they all functioning (new, not expired, no chemical leaking damage)? If one single battery is dead or defective, it can prevent current to pass. If you have another set of fresh (or fully charged) batteries, try using these (but see also the step below).
Second: verify proper battery placement.
The Lego battery box requires the batteries in each sub compartment to be oriented the same way (all tops pointing in the same direction - no battery should have "inverted" orientation). Check that you placed the batteries in the battery box with the right orientation and with the proper polarity (as indicated in the battery box).
As a side note - I always put a piece of plastic sheet ribbon (used in gift wrappings) in each side of the battery box compartment prior to adding batteries; this facilitates subsequent removal of depleted batteries. You can remove the last battery by pulling both ends of the ribbon.
Third: verify that the battery box works properly.
If batteries are healthy and battery polarity is correct, then first test the battery box unattached. The orange slider has 3 positions: on-off-on (either 'on' reverses the polarity for the motors attached). When the slider goes left or right (either 'on' position), the green indicator LED light should remain on. When the slide goes into the middle position (off), the LED indicator should remain off. If this fails, contact Lego to supply you a spare battery box.
Fourth: verify that the motor works properly.
It is wise to test the battery box and motors prior to assembling any motorized model. If you know the motor previously worked, and you have access to another unused motor, test your battery box with that other motor. If the battery box doesn't manage to operate the motor, try using another battery box if you have one at hand. If that other battery box works, then contact Lego to supply you a spare battery box.
If neither battery box operates the unloaded motor, then contact Lego to supply you a spare motor.