Fenix PD36R uses a standard button top 21700 battery. It cannot run on a flat top 21700 battery. The battery is installed conventionally with its button head towards the front of the head.
The light can only be unscrewed from the head. The tail cap is now glued to the light tube.
The factory puts a round white insulate piece between the top of the battery and the light. Because of the size of the insulate piece, it is usually trapped in the back of the head so it won't fall out automatically. This piece has to be removed prior to charging or using. The factory attaches a small white tag on the pocket clip (as usual) to remind the buyers to remove the white insulator.
The PD36R has a power indicator that turns red while charging and turns green when charging is finished. Typical charging time, according to the manual, is around 4 hours. There is no need to press the tail cap switch to activate the charging. The light can be turned on (to a dim setting) during the charging but it is not recommended since it prolongs charging time.
If the charging indicator turns from red to green within 3 seconds of plugging in the charging cable, and the light still does not work, most likely the white insulate piece has not been removed.