If the FN + Space bar didn't work, you probably don't actually have a backlit keyboard. Some versions offer it, but don't automatically come with it.
There is usually (and I mean 'usually' not always) a little icon on the space bar if you have it. The icon looks like a, well line with lines coming up from it. Reminds me of either a sunset, or a shining crown. This image should give you a better idea of what I mean.
If it doesn't have an icon that looks like that, it probably doesn't have the backlight.