Can anyone help? I keep clicking on this option, and I definitely have some threading in my document, but I can't see those lines that indicate how it is threaded on the screen? I see lots of advice telling me it's a great idea to do this, but it just doesn't work when I try it.
You need to click with the Selection tool on any page to see the threads.
And you have to be in Normal Screen Mode (w)
And to clarify what Ellis wrote, you have to select one of the text frames with the Selection tool to show the text threads.