Hi Palla & Welcome!
First, an important question. On the bottom of the ATIV, there are 2 small & sort of hard to remove port covers. Those need to be removed before you dock, because they are where the clamps hook in. If you didn't remove the covers, the keyboard won't dock properly.
When you seat the ATIV into the dock, make sure that you can kind of hear the clamps "click" into place. There is a small hard to see "notch" in the keyboard dock where the Windows button should be aligned in the center. Make sure that you have it properly aligned and then push the ATIV down firmly by the top edge until you hear the "click." Once you've heard the click, you should also hear the chime to indicate that the keyboard is attached. If you do it correctly, you'll hear the click first, and then the chime, but if you are slow in pushing down the ATIV into the dock, the click can get lost in the chime. The chime is heard when the magnetic connectors meet, not the clamps that hold the ATIV to the dock, and it is possible to make the connection via the magnetic connector without the clamps being fully engaged, which would cause the connection to cycle over and over again.
I hope that makes some sense. I would suggest that you push the button to release the clamp, remove the ATIV from the dock and then make sure that you get the "feel" for how firmly you need to push on the top edge, and listen for the click of the clamps.
Hopefully one of those 2 things will get you going. If not, please let us know and we'll see what else we can do!