If the hardware is okay, the keyboard lights should flash momentarily before you get into Windows, so you may want to make sure you see this at least.
If it appears to just be a software issue, make sure to press Fn+F4 a few times to brighten the keyboard light (Fn+F3 should dim the keyboard light, so you don't want to press it in this case).
Also check the version of the ATK package under Programs and Features and either download a newer version from the ASUS G46VW download site if available (the ATK driver is listed under the 'utilities' section), or try to reinstall it.
Good luck!