We have to suspect a fuse belonging to the dashboard is blown. Check your Volvo 940's owners manual for the fuse(s) which belongs to the dashboard/instrument panel. More then likely you'll find one or more fuses which are burnt. Replace them and the dash lights should illuminate. If the problem is not due to a blown fuse you'll need to inspect the wiring harnesses leading to the instrument panel, as well as ensure all battery wires/cables were reconnected when the battery was changed.