Before you can use the device you have to install the receiver codes into the hearing aids. Then you have to pair the hearing aids and the device. Have you performed these steps? If not, here are the install instructions:
https://www.phonakpro.com/content/dam/phonakpro/gc_nz/en/overall/documents/forms/3.%20Fast%20Fit%20RogerDirect_RogerSelectiN_InstallationGuide_201908.pdf
You can do a search on Youtube and find pairing instructions.
Good luck!