There's a little center pin (with a small hole in the center of it) on the underside of the clearomizer. The end of it has to make contact with the little round metal piece in the center part of the top of the battery...when you screw the clearomizer on it. Sometimes, the pin won't make contact. So you need to pull it out just a very very tiny bit with a pair of tweezers. Don't pull too hard nor too much...just a tiny bit. Then attach the clearomizer onto your battery again and see if it works.
If it still doesn't work, you may have a broken wire inside the clearomizer if it's been dropped, or maybe banged around in shipment, etc. The CE4's are disposable, so nothing you can do to fix it if that's what's wrong.