Two items to check, both related to power. Both because the Thunderbolt dock unit, although it has its own power supply module, can NOT supply enough power to the monitor for it to function.
1. Ensure that you ARE using the power supply module that came with the monitor to power it.
2. There MAY be an issue that the battery in the monitor came NOT fully charged, and you need to charge it up before using. Connect its power unit and wait for several hours of charging before trying to use.