Volvo wont' start

I just replaced the battery in my 2007 S40 and it won’t start

What does it do?

The lights turn on as well as the radio and what not but it just won’t start. Is there anything I should do after having replaced the battery?

“Won’t start” is not descriptive enough.
When you turn the ignition key, what happens?

Do you hear the starter turning?
Do you just hear some clicking noises?
Do you hear nothing?

Did you read the owner’s manual? There may be a special procedure to disengage the security system when the power has been interrupted such as disconnecting the battery.

Disconnecting a battery on todays vehicles can cause all sorts of problems. And as mentioned, the vehicles security system may now think that someone is trying to steal the vehicle.

You can read the problems that can occur when disconnecting the battery here.