Are the LED's lighting?
Did you install the Software for this device as well. With every Biometric Reader I have ever used you need to load the software and run it to set your Fingerprint/s. The Hardware types that can lock the BIOS are already activated and used from the BIOS but as you say that this isn't there you need to look at the Windows Software to do this to open Windows if you use a password.
It is possible that the device has failed I suppose but I have not seen many of these fail though I have seen several destroyed by Liquid Penetration or other ways to damage hardware. Also if the NB has been dismantled a lead for this device may not have been reattached but if the NB has not been touched and the drivers & Software is applied it should work.
I have seen a couple of these devices destroyed by a Static Discharge when the person places their finger on the reader but that is the only other thing that I have heard of that can destroy these devices.
Col