Some effects require other assets. Audio spectrum requires an audio layer and proper setup. Some effects don't start until some time has passed like radio waves or particle systems.
You should start here if you are just learning AE.
I Forgot to say that i imported an audio. It worked for me at the first time i tried. Then i closed after effects for the night. And when i opened it up nothing showed up. I couldnt even create an flare...
Start a new project.
If that doesn't work tell us about your system.
I use MAC OSX Lions.
We need to know a lot more if we're going to help you. Show screenshots of what you're seeing. Provide answers to the questions listed here: "FAQ: What information should I provide when asking a question on this forum?"