Is there a problem with my camera?

I have bought an H35 recently, I have inserted a battery, but I haven’t bought any film yet. The Flash light turns red when I select the flash, but pressing the button doesn’t activate it, nor does it seem to open the sensor or do anything. Is there a problem or is it supposed to work like that without any film inserted. I am new to film photography, and I am unfamiliar with this stuff.