Cold be several things, maybe you have not set the pins for the Z axis, does it move when you jog it? Have you a Z code in the program to lower the tool into the material eg G00 Z-1 which is rapid down of or G01 Z-1 F20 for feed down. The simulation shows if you are following the path and if you look on the side of the simulation you will see the Z axis move into the material, if it does your program is correct. Can I suggest you post the program list for members to look at as it could be something very simple you are missing.