Not a lot of information to go on. Post a photo or two to set the context, if possible.

If you're new to this... really daft question... is the e-stop pressed in? (the e-stop tend to be locking "mushroom" buttons on the control box or the router itself) - being a locking button, they require you to rotate the knob to release the e-stop, and allow the machine to recover.

In Mach3, you get the RESET button flashing on start-up. This is normal and you are expected to click on the button on-screen to get into a running mode. If the RESET button remains flashing then look at the bottom of the screen for hints as to why this is (such as Emergency Stop active)

Other than that - I've not seen any image of a CNCEST that has a "stop" lamp.

Another couple of questions - Mach3 needs to be configured to the machine being controlled - binding the interface to the machines X/Y/Z/A etc axis, and tuning the number of pulses required to move each axis a set distance - were you supplied a suitable configuration file for this? (if not, budget a couple of hours to get this working). What is the behaviour of "Reset" within Mach3?

You mention XP - is the machine connected through the parallel port on the computer?, the link below

https://www.cnczone.com/forums/chine...-software.html suggests a special driver for the USB versions of the CNCEST machines - I don't know if this same driver is appropriate for your machine.