First thing to check is that you are working in 8bit (the artistic effects only work in 8 bit).
Go to the "Image/Mode" menu.
Where is this mode?
As I said - click on the "Image" menu item then click on "Mode" you then have the option to select a variety of options such as 32 bit / 16 bit / 8 bit.
This picture is in Photoshop CC
Incidentally I am assuming that you are using Photoshop (as you posted in a photoshop forum) and not Photoshop Elements?