Hey gcymbaluk,
Thanks for the question. The following article provides troubleshooting steps for the issue you described. I have included the relevant section for you:
Troubleshooting wireless mouse and keyboard issues
http://support.apple.com/kb/TS3048
Keyboard
- Push and release the On/Off switch to turn on the Apple Wireless Keyboard.
- When your keyboard is on and paired, and the batteries are charged, the light will glow steadily for several seconds, then turn off.
- If your wireless keyboard isn’t paired with your Mac, the indicator light will begin to blink. This indicates your keyboard is in discovery mode and ready to pair with your Mac.
- If the LED doesn't light up, remove the batteries to make sure they're good and that they're installed correctly.

As mentioned above, your keyboard may be in discovery mode, or may need to be re-paired with your new MacBook Air. For information on pairing the keyboard, see this article:
Bluetooth: How to set up your Apple Wireless Keyboard
http://support.apple.com/kb/HT1809
Enjoy your new MackBook Air!
Matt M.