If you turn the handwheel the feed dogs should raise if you put the switch in the up position...I thought the same thing. Read your manual page by page first, second, third time. There is a lot of information to digest and also view the video.

The feed dogs will engage like stichntime said when you move the hand wheel. Just remember that they must be down for embroidery and up for regular sewing. It's easy to forget believe me. Especially when you are jumping back and forth between the two.