Welcome to the site !!
Most likely (I am guessing since I don't know exactly how you did it) , you are not holding the button down long enough .... Read this (what I circled , and "stopped means the bike stopped/not moving , but with the engine running) , so you are not just pushing it , but you are holding it for a couple seconds (1 or 2)
Also , here is a link to the Owners Manual for it , just wait for it to load (it sometimes takes a bit , at least with my connection) then select Year (2015) , Segment (Off Road) , Category (Competition) and Model (CRF250R) , then select Download , it is PDF format so you need Adobe Acrobat Reader to read it , just save it to Your Documents if on a PC , or to whatever download location you use on your phone
https://powersports.honda.com/downloads/owners-manuals