If no LAN indication is shown there is a possibility that the wrong type of cable was used.
The LAN indication is purely to indicate a hardware connection between the two devices.
The two cables supplied by Pickering are Standard and Crossover both are clearly marked however this is not the norm
Standard Ethernet Cable
The standard Ethernet cable is connected directly the same both ends and is used for connecting your LXI to a network switch,hub or wall socket.
Crossover or Patch Ethernet Cable
The crossover cable as the name suggests is wired with some of the connections reversed at one end.
This cable is only used for connection directly to a PC or Laptop.
Newer network switches are now able to detect the type used and adjust the connection automatically, auto MDIX.
Faulty cables are not common but should not be ruled out, replace with a know working cable.