Hi everybody and thanks for all the input.
Youre right, it wont blink. I just want to get the LED light up so I see that something is happening. For now, nothing works and no LED lights up. I have connected LEDs to all PORTB, so I can see if anything is going on on the chip.
I have tried all of your suggestions here but still dont work.

I thougt that the CONFIG was in the INC-file in PBP? Do I have to write something in code to make it start?