If you are trying to do this wirelessly, remove the batteries from the cab and plug it directly into the front of the command station in the jack labelled cab bus. connecting this way will bypass any possible wireless issues, or problems with how you have things connected.
Turn everything off, then back on. The status light on far left side should be a solid red. on the command station
Also check to make sure you have power coming in and out of the command station.
Check the 4 pin connector of the far left side. The first two pins coming in from the power supply should read about 14 to 15VAC. And same thing on pins 3 and 4 on the same connector for the track output 14 to 15VAC.
The status light on the left should be a solid red. A slow blink is a short circuit on the track output.
A fast blink means the small 4 wire jumper from the two sides of the box is missing or not working.
A fast blink also means you could be in program track mode and the main track output on the left is turned off.