Step 12: Test your connections
Using the continuity tester on your multimeter (normally has a picture of a diode next to it) touch one probe to one of the pins on your XLR plug and then, one at a time, touch each wire at the other end. For each pin, there should only be on corresponding wire that gives a positive reading of being connected.
If more than one wire gives you a positive reading, you need to remove everything once more and check the connections.
Also, if you find a pin that does not seem to be connected to any wires, try turning the switch on. If that still doesn't work, you need to disassemble and re-check your work.
Speaking of the switch, be extra careful to make sure that the switch both turns on and off.