Are you sure the phone is compatible with your network? If the phone isn't unlocked (i.e. tied to a specific carrier), only SIMs from said carrier will work, and to get an unlock code either the seller should provide it or you can find 3rd party services online (no guarantees that the codes will work, though, and they'll charge you for it).
Also make sure that the phone IS in working condition. If it's unlocked and it supports your network, the phone's hardware might be damaged.
Also, some carriers require you to register the phone on their system before you can access the network.