So I've figured out the input, its show in figure 1 and the PWLED lights up, so I'm assuming its right and I was wondering why I couldn't get a voltage to register on the output. A close up of what I believe to be the output is detailed in Figure 2 and 3.

Figure 1:

Figure 2:


Figure 3:

Thanks for all the help, also if anyone knows an easier way to charge a capacitor to 400V plz let me know. In addition, I think this product has a variable voltage but I'm not sure how to change the output. Thanks (the product page is linked below which shows the product in a more descriptive manner)

Product Page:

 

I think you need to link the EN SW terminals together,
( next to the led)..

Looks like a Jacob's Ladder circuit.