A bit more info please?
- Have you charged it completely?
- If you press the SYNC button the the back, can another Bluetooth capable device (such as a PC or sometimes a phone) recognize the controller?
- Have you pressed the SYNC button on the controller followed by pressing it on the Wii U as well to see if it can connect?
Some statements:
- The RED light indicates a drained or low battery. The ORANGE light indicates that the controller is charging.
- I don't think that the Wii U Pro Controller can indicate it's battery level with its four blue LED's (I might be wrong...)