I just want to say that the www.spektrumrc.com
homepage is especially unhelpful with this problem. You can't even find a manual to download.
I'm betting that the ESC is plugged in the wrong channel on the receiver. If I had dollar for every time I've seen mistake like that I could buy my own Spektrum. Remember that the bottom plug is for battery.
Try pluggin the ESC in the steering channel and see if it works when you wiggle the wheel. Try plugging the steering in the throttle channel and see if the car steers when you move the throttle. Remember that the bottom plug is for battery. Try the third channel too.
The failsafe, if memory serves correctly, is the position the throttle and steering are in when you turn on the radio to lock it to the receiver.
Should all else fail you should send the receiver back to Horizon.