Your Photon, P1, or Argon must be connected by USB to your computer and in listening mode (blinking dark blue). If it's in another mode, hold down MODE (SETUP on Photon) until the status LED blinks dark blue.
On Gen 3 devices (Argon, Boron, B Series SoM, Tracker), you must clear the "Setup Done" flag in order to leave listening mode (blinking dark blue). This can be done using the Particle CLI, or you can use flash this firmware to your device.
This is the standard Tinker app with a bit of extra code to mark setup done on Gen 3 devices.
Flashing this to your device will also upgrade your device to the latest default release of Device OS. Even though you don't need to mark setup done on the Photon, you could still flash this firmware to a Photon to upgrade it.
Your device may blink magenta (red and blue at the same time), including having the LED turn off for many seconds at a time, and reboot several times. This is normal.