Welcome to Yamaha Synth!

The wheels do not need to be activated, sounds like you have a faulty instrument. Just so you can know for sure, here is what you need to know about where the PB and MW are assigned within the Voice. We will assume you are editing the MAIN Part.

Press [EDIT]
Using the UP/DOWN CURSOR select 02: PART
Press [ENTER]
Using the UP/DOWN CURSOR select 01: PLAY MODE
Press [ENTER]
Using the UP/DOWN arrows navigate the parameters; you will see where both the PB and MW are setup

"PB Range" typical defaults to 2, (two semi-tones) this controls how far you are bending the note up and down
MW is usually set to "MW PMod" MW is applying Pitch Modulation (vibrato)

If you see values (other than 0) and still get no response, it is likely your wheels have become disconnected.
Since you just unboxed it, I would immediately contact your retailer for a replacement. While probably not a a very complicated fix, both Yamaha, and your retailer, want you to have a fully working instrument.

The Factory Set (reset) routine is as follows:
Press [UTILITY]
Use the DOWN arrow to navigate down the list to 07: JOB
Press [ENTER]
Job 01 is FACTORY SET
Press [ENTER], [YES] to execute.

If the Wheels still don't work... Please contact your retailer.
Let us know.

Thanks so much for the quick reply! I looked in the edit screen, all looked as you described. I then did the factory reset and presto! Wheels are functioning.

Now to ponder why. First thing out of the box, I updated the firmware to 1.01. I then loaded up Bruno Zucchetti's performance bank (watching his demo on YouTube really sold me on the instrument). Perhaps after updating the firmware I should have done the factory reset? I assumed from the documentation that the update would take care of that on its own.

No matter now, all is well. Thank you again, Bad Mister. Back to exploring!

Most likely, it was loading Bruno Zucchetti's setup. IIRC, that's a whole setup, and not just a limited set of performances. I believe it also changes the keyboard dynamics to his preferences, and other global features.

IMHO, the best way to use Bruno's setup is to load it on USB memory key, plug the key in to the back (I use a tiny one and leave it there). After loading them all and making a note of your favorites, reset to factory, and do the same for the Yamaha presets: make a note of your favorites. Then, whenever you want to replace a default preset with one of Bruno's, just load that one performance from the file on the memory key. This is easy to do, though I don't remember the process off the top of my head.

Out of the Box, Pitch Bend and Mod Wheels Unresponsive

Ah, so... It was not out-of-the-box, after all. I try never to just doubt anyone, it is best to take them at their word. Yes loading someone else's data can change the programmable settings... particularly those controllers that do not have a permanent "fixed" function associated with it.

PB and MW are special controllers that must be setup in the tone engine ... Meaning one always sends Pitch Bend messages (En), the other always sends Modulation Wheel (cc001). They both share the behavior that neither is automatic associated with a destination parameter... Each must be programmed on a per Program basis. And while the PB Wheel is used most often to control bending of pitch, the amount of bend must be programmed on a per Program basis (and while often this defaults to a whole step, it is not fixed). And while the MW is most often used to apply vibrato, this too, must be programmed on a per Program basis. After all, not all instruments perform vibrato.

That is, if a Voice is to respond to PB or MW that must be setup in each and every program. Unlike cc007 which automatically (and universally) controls main channel Volume, or Sustain Pedal (cc064) which automatically and universally controls hold, or cc011 Expression which automatically (and universally) controls relative performing volume.

You inherited parameters programmed by Bruno... Well, take away from this that you can now program the PB Wheel, and MW to do whatever you wish, and you can Store it in your Performance. The parameters discussed (PB Range and MW PMod) are found in the Reference Manual page 18 and 20, respectively.

Happy programming... Also very glad to know the instrument is fine. Please enjoy!

Very good advice about loading individual Performances from within a file, here's how:

To load a single Performance from a file is fairly intuitive...
Insert the USB drive in the "To Device" slot
Press [FILE]
Use the UP/DOWN Cursor to select 02: LOAD
Press [ENTER]
Using the [] arrows, find the File by Name and set the TYPE = "Performance"
use Data Dial to make selection. Instead of loading "All", or "All without System", select "Performance"
Press [ENTER]

A list of 128 Performances will appear as "Src Performance" (Source Performance)
Use the DATA DIAL to find the Performance by Name and Number
Press [ENTER]

A list of your current 128 Performances will appear as "Dst Performance" (Destination Performance)
Select a target, press [ENTER] to execute.