Every municipality is different.

Some do nothing except beep and vibrate for visually impaired people. That style, try holding it down for 3 seconds. When you get the walk sign you should get audio and tactile feedback.

Some lights will not change to walk unless you press the button. Some only exhibit the behaviour at night.

Here's a video of Nic Laporte studying them in Vancouver, BC, and here we have Bike ones in addition to standard pedestrian ones.