Please also note that new units come attached with a battery insulating pull tab to protect batteries during shipping and handling. Remove the tab from the battery slot to activate.
The battery slot is at the back of the unit, under the unit cover.
You can learn how to remove the cover by watching the video below. 
Removing the battery cover:
1. With your right hand, hold the top and bottom of the unit to keep it in place. (where the mouthpiece slot is situated)
2. Using your left hand slide the cover up till you hear a click. 
3. Then pull the cover outwards (to the left)
Placing the cover on:
1. Slide the cover back on to the unit 
2. Push it inwards to the side till you hear a click
3. Then push it downwards to secure the cover in place