It should provide an indication on the readout that it is programmed to record, such as a little clock symbol, etc. If not, you may have left out the last step - pressing "Enter", "Program", "Timer" or something like that. At any rate, you can usually find an owner's manual in PDF form on one of the manual sites -
www.servicemanuals.net, manuals-in-pdf.com, manualscenter.com or many others. Sometimes you can even find them for free, but you'll have to pay around $20 for most of them. And of course, you do have the record safety tab on the tape still intact?
Good luck!