I have tried turning "hey siri" & it doesn't seem to work after I have set it up
Do you have it plugged in via USB when you try to use it?
Unplugged "hey Siri" only works on the 6s/6s+ - prior models have to be plugged in to a power source.
when I tried charging it last night it didn't seem to work after I followed the instructions
You need to enable "hey siri" in settings. If it was enabled in iOS 8 previously, you need to do it again on iOS9...
settings > general > siri > allow "hey siri"
you will then be prompted to train siri to recognize your voice
i've done all that but it still doesn't seem to work