I tried updating, and got the latest version last night. The problem is the same after the update.
You say "nothing happens", if you do not see an error message or dialog box, then in Lightroom go to Preferences> General> Prompts> "reset all warning dialogs".
Then try again and let us know what message comes up.
I did as you suggested and "reset all warning dialogs" but nothing happens
(now error message) comes up when I hit CNTL-E, or if I go to the drop down
menu and click on "Edit in" When I go to the drop down menu, all the
choices are grayed out, so I can't click on Edit in Ps CC anywhy.
Jim - I have this same problem on Mac OS 10.9.3. I have deleted and reinstalled Photoshop CC 2014 three times (including removing preferences), and Lightroom 5.6 twice (including removing preferences. I have also restarted between each delete and reinstall. I have also repaired permissions. Nothing I do gets Lightroom to send RAW files to Photoshop. The link that John provided above simply says to delete and reinstall. That hasn't helped me. So frustrated, can't get anything to work right once I moved everything to CC 2014!
Quote "Jim - I have this same problem on Mac OS 10.9.3."
OSx is now at 10.9.4 try updating your OS and also iTunes to the latest version. These updates have corrected bugs with Lightroom.