The LED itself may be defective or its connection to the motherboard could be broken. Luckily, you can replace you LEDs following the LED replacement guide on the Quad Dock Pro device page.
dreamGEAR has a website with support services, here. dreamGEAR is also partnered with DELL. some of your needs might be answered through them. You can get support from DELL here. dreamGEAR has a Facebook and Twitter, but I would recommend the official dreamGEAR support site (the first one in this answer).
There is no on/off switch and it should turn on when you plug it in. Your device is not getting any power. Check the troubleshooting page's "Quad Dock Pro won't turn on" for suggestions.