If your brush is not working after setting it up or changing the battery, the brush cap may be a too loose. In which case, the metal contact can't touch the battery and the brush won't turn on.
Refer to the image below to visualize the 'open' and 'closed' state of the bottom cap.
If you look at the left image, you may notice the little dot is not lined up with the Bluetooth logo.
Make sure to tighten the cap all the way so that the dot is lined up, as shown in the right image.
You should then feel two quick vibrations to let you know it's good to go!