By "turn the TACAN radio on" do you mean you select TCN with the button down at the bottom of the UFC? When you do, you see "--OTT", did you mean OFF?
If so, you need to go the button at the bottom of the HSI, far right, that says ON/OFF, and press it. If it the first use since you started the flight, you may need to press that button twice to get the indication on the Scratchpad to change to ON.
You need to do the same with all the radio's buttons on the bottom of the UFC. Like the ILS radio. Select the ILS button, the select the ON/OFF button far right.
Once the scratchpad indicates ON the radio is functional, if it's in-range to receive the chosen ILS or TCN.
Does this help at all?
Pat☺