What vehicle are you trying to use it with?
Is that vehicle listed as active in the configuration file?
Controls are alt+m to open the menu, J for primary lights, K for warning lights, L for visibility lights, U, I and O for pattern changing and G for siren.
You'll be able to tell if ELS is active as soon as you get in the car as your location (street name and suburb) will appear below your minimap for ELS cars.