You have two problems.
When the setup wizard does not move where you described, you just assume it does move and carefully follow the instructions to move each control to max. I recall this is an issue that happens if you skip over the flight mode switch setup (maybe because you have a 4 channel radio).
There is a safety thing like a safety on a gun. It is called arming, It will not spin the props until it is armed. The last part of the wizard takes you to the arming page, but you have to press Save when done. To fix this, go to Configuration -> Input -> Arming, set it how you want it (some people use "low throttle" + "yaw right" because some other firmwares use this) and press Save.
To fly, plug the battery in and instantly set it down and motionless. The LED will start flashing quickly. When the LED stops flashing quickly (10 seconds or so), you can arm it and then the motors will respond.