You can check your chord in the Arp Page.
If chord was enter correctly you will see it there on No2 No3 and No4, by the way you can enter your chords there note by note (as offsets from the root note), and obviously Plock them!
It is a shame you can´t control it from the performance knobs, isn´t it? shame on you elektron! 
Also after entering a chord, while holding the corresponding trigger, all corresponding note less will light.
If all indicates that your chord was properly entered but you still din´t listen to it, go and check your polyphony settings.
