From the main menu, open Tools | Customize | Weblair – web editing. In the listbox on the right titled Tag databases at least one of the items should have a red check next to it. If not, that’s the problem. Select one and click on the Use button. You can do this with more than one, if you want to have multiple databases active. For instance, Html4 will give you the most common HTML tags, while ColdFusion will give you tags specific to ColdFusion files.
Many of the buttons on the Weblair toolbars invoke functions that are dependent on one or more of these tags, so not having a tag database in use will prevent many of the buttons from working correctly. Often, they’ll simply do nothing at all when pressed, which sounds like the problem you described.