See if this helps, follow these instructions, this is from the EH-5 user manual. Step one is basically plugging the cord into the power supply.
Connecting the AC Adapter
Before connecting the AC adapter, be sure the camera is off.
Follow these steps to connect the adapter:
1 Plug the AC adapter plug into the AC adapter (Figure 2-a).
2 Open the connector cover and insert the DC plug into the DC IN connector (Figure 2-b).
3 Plug the wall plug into a power outlet (Figure 2-c). The POWER lamp will glow showing the EH-5 is plugged in.
(If the POWER lamp does not light, unplug the AC adapter and take the charger to a Nikon representative for inspection)
4 Turn the camera on. You can now use the camera. When operating the camera with the AC adapter, take care that the camera does not accidentally become unplugged.
(✔ IMPORTANT Before disconnecting the AC adapter, be sure the camera is off. Unplug the DC plug from the camera’s DC-IN connector, then unplug the power cable from the power source by pulling on the plug, not the cable.)