I've activated mine with the BT Scan Tool and tested the leads going to the aux heater with a volt meter to see if voltage is applied. If it's not you could have a bad module if it is you could just have a burn aux heater.
Also, if the car's battery is weak the ECU can prevent the heater from coming on. I've read somewhere the 335d and x5d kicks it on when "excess alternator power" is available.
On my 2010 Jetta TDI, you can hear the relay click on when the rpm's are above 1900. once the RPM drop's below 1900 the relay clicks off.