I bought a new guitar pedal, and it won't work?

So, I bought a new guitar pedal. BEHRINGER BO100 (Blues Overdrive). It's the first stompbox I bought ever (my other one was a Multi-Effects). I dont know how to work these things. It says it has a 9 V battery and can be plugged in with a power supply. I tried using it but it wont work. Any help?