How to get my targus dl 20 working my nikon d5000?

I got a targus dl 20 from target yestarday and i don't not how to get it to work with my nikon d500.
hat setting should i put my camera on and how do i get to it?

Several questions:

Did you read the manual for both the flash and the camera?
Did you put new batteries in the flash (and correctly)? Is it turned on?
Are you sure you got the one for Nikon (there seem to be several different models)?