My 8TB Book does nothing when I press "backup now"

I just got a 8TB My Book. I’m using WD Backup that came with the device.
I click “Backup Now” and nothing happens. I expect some kind of message or progression screen.
I’m used to GoodSync, so the simplicity of the software is a bit frustrating.

Everything is hooked up. Present in the Explorer.


You can perform troubleshooting step 8 of this KBA: