Are the wires from the light connected to the fan wiring?
The user manual (p.13 Fig.15) is not very clear but it shows the 2 light wires connecting back into the fan housing.
If they are both connected OK then check that the dip switches in the remote and the receiver box are both set the same. It maybe that if they’re not, that it may operate the fan but not the light. Not really sure if this is the case but still worth verifying.
If the wiring and switches appear to be OK, what is the model number of the receiver box in the fan?
With most remote controlled fans, the power supply wires goes into the box and then its outputs are wired to the fan motor and the light so that when a remote control signal is sent to the receiver, power is turned on/off/varied to the appropriate outputs by the receiver box.