It would be helpful if you give details as to what you are doing in more details so we can refine what the problems might be.
Generic advice:
- make sure you have a proper flight plan input in your FMC with no discontinuity during the initial climb phase
- the Init page in the FMC should also be filled, with the take off speeds indicated on the PFD.
- the FD must be engaged.
- once you are lined up on the runway, arm LNAV and VNAV on the MCP. At this point, LNAV and VNAV will show in white color on the PFD. Take off. On the PFD: at 50ft, LNAV will turn from white to green and at 400ft, VNAV will turn from white to green. At this point, press CMD on the MCP to engage the autopilot. I have observed that for CMD to engage, the plane must be following the indication given by the FD decently close enough, if not, CMD won’t engage. So up to the point you are ready to engage CMD, follow your FD.
You could also do the tutorial flight provided in the documentation. All this is explained in detail and if you follow the procedures, it should work.
There might be more reasons but hard to tell given the info given.