Have you set the correct audio output settings? Check in Tools > Preferences, and use the test button to hear a test beep.
Do you have a track in your project with a selected voicebank and renderer? Have you selected the right phonemizer for the voicebank format?
In the track, have you created a part with notes? Are the notes only one at a time (no overlapping/simultaneous notes)? Did you write the correct lyrics for this phonemizer and voicebank?
Valid notes will have a solid bright color, and you'll also see rendered info in the envelope display and waveform preview.
To help with troubleshooting feel free to share screenshots of your main OpenUtau window and the piano roll window.