The link across the zone connection, with the paper clip, will show you a "normal" zone when it is a short circuit. When you remove the link, the zone goes into "alarm" and the corresponding LED will light during the walk test. If this works, check your cable by twisting the orange and green together.
If the paper clip trick doesn't work, the zone must be programmed as not used or the panel is faulty. Try another zone (inc. E/E). From your photo, it looks like you're using Zone 4. If all the zones are 'on', you should find that they are all in alarm as you appear to have nothing connected to the rest (1, 2, 3, 5 or 6).
EDIT: sorry - didn't see Sparkymarka's post on the second page!