is that the remote that came with your stick? If you just bought the remote it does not work with all equipment.
Compatible with Fire TV Stick (2nd Gen), Fire TV Stick 4K, Fire TV Cube, and Amazon Fire TV (3rd Gen, Pendant Design). Not compatible with Amazon Fire TV (1st and 2nd Gen), Fire TV Stick (1st Gen), or Amazon Fire TV Edition smart TVs.
assuming that it did come with stick you go into settings of the fire stick
settings >> equipment control >> add new equipment