You may want to check your M wire for the bank of inputs related to your inputs.

Also, does the proper input LED light, and do all the other LEDs light for the other inputs when you apply 24VDC to the proper input terminal?

Note that the terminal configurations often make it confusing as to which terminal is for what connection.  Take a look at the device layout printed right around the terminals.

Supposedly it is not possible to insert the terminal blocks incorrectly, but if someone really wanted to they probably could do it wrong.  Make sure the terminal blocks are properly aligned.