Just to be clear, your nest thermostat has battery backups, but it is not battery operated, it draws power from you HVAC system through the wires under the baseplate. You will need to set up your thermostat following the instructions below
Just wanted to jump in here to check to make sure that you saw the response from Ashepherdson. Shoutout and huge thank you to Ashepherdson for the help here. Please let us know if you have any other questions or concerns as I will be locking this in 24 hours.