Did you buy a "Flashing LED" or a normal LED?
You do get LED's shat flashes, i.s.o. just shining normally like the other ones does. To test the LED, simply put the 1K (or 2k2) resistor in series with one of the LED leads, and connect to the car battery. If it does not shine, turn the polarity around.
If the LED shines continuously, you'll need to make the LED flash. There are many ways to do that. Simple 555 IC (and you can Google for that) or try
this simple single transistor LED flasher