What TH said, .. it has to be on and getting some moisture to connect and flow voltage.
The concept definitely works when done right, I've built them before with high purity zinc and copper pieces from McMaster Carr and surgical tubing from slingshot repair kits (
lets see if this web pic will link: CLICK ) <-- Like that. The voltage is so noticeable at first as to be irritating until you get used to it.
If your materials are correct, and it's not too dry, it'll work. You can add moisture under the contact areas, right before putting it on, with any number of oils or lotions but watch out if your model has surgical tubing because most of the lotion products are going to accelerate the aging of the tubing until it degrades and falls apart.
My suggestion of how to make sure you've got proper moisturization of the area (without hurting the tubing) is a product called
Na-PCA, it's a humectant salt that draws/absorbs water out of the air. -- Don't get the one with added Aloe (even though it'd aid healing if you feel like the RoP is abrading or burning you a bit). Aloe is a sulfur compound .. silicone tubing doesn't play well with sulfur.
Also .. the rods have to be (I'd say 'clean', but what I really mean to convey is) -Shiny-. They'll oxidize from just sitting around, much less after a few days of being worn, and eventually that will make them quit working. All you have to do though is occasionally knock off the surface layer of oxide with some sandpaper and then they're like new again. If yours was made some time ago and sat around a long time before being shipped to you, it might need sanding even though it's otherwise new.
Also obviously ... the rods need to make contact with your skin, so there needs to be enough Manscaping of the contact spots to allow them to sit against your skin rather than on top of hair.