Try testing it. After you get it set up, wait 20 minutes. I found it easier to do it in the dark, as you can then easily tell when it is taking pictures because the flash will go off. This also tests the flash to make sure it is working. I just did the testing in my garage at night with the lights out. I ended up doing a lot of experimeting in learning how to test the Moultries to figure out if they were working correctly, because I bought two used D40's off eBay, and neither one worked. At first, they appeared to work ok. I could turn it to "auto" and let the timer run down, and then walk in front of it and it would take a picture. But I found that if I did the same thing and then waited 20 minutes, and then walked by the camera, it would not take a picture. What happens is they go to "sleep" and never wake up. So if you don't wait the 20 minutes, you'll think it is working fine. I ended up sending the two D40's back to the seller on eBay, and he sent me two others. One of them worked, the other didn't. The bad one is now sitting in my shop collecting dust.
If your camera is defective, I believe the Moultrie warranty is 1 year, so you may be able to get it replaced, or fixed. I have decided any future purchases of trail cameras will be from Cabelas, so that I can easily take one back if necessary and exchange it for one that works. (or get my money back)