Hi
First of all, the wizard does NOT turn the spindle on or set its speed. You have to do that yourself. Me, I usually just edit the code and stick S2500 m3 in near the top.
Did you write anything in the text box? Sorry to ask, but you didn't mention this.
Did you select a font? If you don't it may not produce anything.
What does the generated g-code look like?
Cheers