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After a bit of consideration, I think I must say my opinion is that these headphones are probably defective from the store or vendor.
That is, provided that you have gotten a red light on them, at least. If no light has shown on them, of any color, then you need to check the batteries in the headphones.
If you have been following all instructions provided with them, if they stay in a red-light condition and never 'go green', never show and never have shown any indication of working properly even once, they are almost certainly defective, in the wireless or Bluetooth link-up facility. That could be either in the base unit ('transmitter') or in the headphones' receiver.
The headphones and the base unit have to link up, of course, before they will work properly (and show a green light.) If they obtinately and consistently refuse to show the indications of being linked up, they are a defective product, period, and either return-and-exchange (for an equivalent or equal-value headphone set that is in fully working condition) or if that's too late by now, a warranty claim to Sennheiser, is the right way to treat the problem.
Sennheiser's warranty may be invoked at or through or after reading conditions at
It's possible that www.neumannusa.com is where to seek warranty service.
But pursue returning-and-exchanging at the store that sold the headphones, first. Hopefully the return/exchange period has not run out yet - it is sometimes as short as 7 days, sometimes as long as two weeks (14 calendar days.) Check on that first, I recommend.