Why any photo are not being captured?

On the top right hand side of the camera, there's a big rotary dial, it's called the MODE DIAL. Make sure this dial is set to AUTO.

In AUTO mode, the camera will do all the exposure settings automatically, including raising the flash when necessary, so any picture you take will be exposed (more or less) correctly.

If you want learn how to use the camera and decide the settings yourself, I recommend you read the camera's manual. If you don't have it, the English version is available from here in pdf format. Note that the page lists both an user's manual and a reference manual. The user's manual is best for beginners, while the reference manual is intended for advanced users who want to know all the details.