There are two clutches which are those circular ribbed wheels on the alt and az axes. They should both be tightened up be good and firm (no need to over do it
) Just like you have been doing on your HEQ5 with the levers.
You don't need to put the scope on the mount to make sure everything is moving. Leave the OTA off in the first instance and just look at the Alt bracket in the inside of the forks to make sure its moving. You may need to set the speed to 9 to see it move clearly.
If that doesn't work, then its back to the shop as they work very well straight out of the box.