One of the last few steps is to connect everything. The battery leads need to be soldered to the switch and to the board.
In the following image you can see the wires I was preparing to solder to the board to provide power. They are connected to the GND and BAT pins.
I soldered the GND wire directly to the battery and then soldered the red positive wire to the switch. I then also soldered the positive lead from the battery to the switch. I used shrink tubing around the solder points to reenforce them as well as to protect from accidental shorting of the battery.
When everything was done I tested it again and it worked.