When you say nothing happens, does it not move at all or just doesn't move enough to grab?
If it's the latter, you just need to tighten up the cable tension a bit. The brakes come loose out of the box so you can slip the front wheel on.
If it's the former, it's likely still something simple, maybe the brake cable isn't secured on the front brake caliper. See what happens when you pull on the lever. Does the cable move but the caliper doesn't? If so then that's your problem. If the cable doesn't move then it's not connected at the lever.
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