If the Addon Manager says the scenery is active, then it's active, you don't need to worry about the activation. Also, if you see the Addon Manager menu, this means everything is alright with the program, and it's running fine.
If you don't see any buildings, it's probably because you have installed using an older installer for O'Hare, try download and install the current version from this site.
Also, if you reinstalled FS9 from scratch, don't forget to install the 9.1 update, the scenery will not work without it.