If you see that the blue LED on the AUX-Box (EXT1AB1) is lighting constantly: it means the Gateway is in active mode and if the installation was correct, the Gateway can be reached in the car head unit.
If the LED is blinking, then the Gateway was turned with the Mode switch into bypass mode. This means the Gateway is not available. If you connected the factory CD changer to the right side optical connector of the Gateway (when you did the installation), then in bypass mode the original CD changer can be reached after you restarted the car.
If the LED is not lightning at all (while the whole car is started), then most probably the installation is incorrect, or the Gateway or AUX-Box is faulty.