Here is some information about the PLC’s LEDs and here is some information about the power supply’s LEDs.
The power supply light turning off and on again is interesting because it kind of sounds like the PLC is rebooting. That might also explain why the other lights never light up.
Did you make any progress by restoring the project on a new CF card? Something in the project could be corrupt, so I’d also recommend double checking that you have the correct CPU in your project and testing a new, blank project to ensure the PLC is working correctly.