An important point with respect to the eblocks is that you do need to make sure they’re plugged into a compatible socket for the type of eblock you wish to use. The light sensor and/or potentiometer are analog inputs, so they would need to connect to a socket with an A next to it.
Socket 9 or 10 should work, and pins 3, 4, and 5 should be fine for analog input.
See http://wiki.tinyclr.com/index.php?title=EBlock_Module for additional documentation on the eBlock Expansion Module.
You’re not going to be able to test an analog input pin using an LED…LED uses a digital output socket/pin.
Can you snap a picture of the mainboard and eblock expansion module so we can see how you have this hooked up?
Remember that the eblock light sensor is essentially a variable resistor that should allow more voltage as light on it is increased, and vice-versa. So in normal ambient lighting, you should definitely detect a voltage if everything is hooked up properly.