PROBLEM SOLVED.
Apparently, the selector on top of the lathe is best moved while the machine is running. The leadscrew now turns in A, B and C,
Thanks for all the handy tips guys.
@Thor, I have that manual, thanks. It deals in great detail how to install the 'box but not so much in how to use it. Thanks anyway mate.
@Rick I think they are best engaged while the machine is running or so the advice was from the guy that built it. it runs perfectly now, thanks.