I have hooked everything up multiple times and with several different servos and no movement. All the servos work because I have connected them to an arduino and I also uploading a picture so you can see what i have hooked up and how.
From your picture it looks like you are not powering the servo rail, so your servo does not have power. Can you move your battery connections to the + and - pins on the servo power rail to see if that helps?
-Derrill