Depending on the size of your flashlight, it will operate in slightly different ways. You will depress a rubber detent button that's located either on the side of the hand grip or on the base where the batteries are loaded on smaller models.
How it Works
The switch is located between the batteries in your Mag-Lite flashlight and the rubber detent button. When the rubber detent is depressed, the switch draws current from the batteries to illuminate the lamp.
If you know your batteries and bulb are fresh, you may need to replace the switch. Replacing your MagLite switch assembly won't be difficult; you'll need a hex-headed Allen key. Instructions may be different for smaller models, but for most hand-held MagLite flashlights the procedure is straightforward. To replace the switch, you need to unscrew the lamp assembly and remove the bulb. Then, pinch the rubber detent and pull it out of the body. Insert the proper size of Allen key into the set screw on the switch assembly then unscrew the screw three turns counterclockwise, releasing the switch assembly. Push down on the assembly and pull it out the rear of the flashlight. Replace it with a new one, available through MagLite customer service at the link in the Resource section.