How do you thread a sewing machine?

Stick the thread through the needle -- from front to back.

If you thread the machine from the spool of thread through the needle, doing nothing in between, nor making sure there's a bobbin that's all filled and threaded, you'll accomplish nothing. All the specifics depend on your particular sewing machine; read the directions.

This may be of some use, but may also have some differences from what your machine's directions say.
http://www.wikihow.com/Thread-a-Sewing-Machine

To thread a sewing machine, you can follow the following steps:

1. Raise the presser foot: Start by raising the presser foot lever to lift the presser foot. This will allow you to thread the machine easily.

2. Thread spool placement: Place your thread spool on the spool pin located at the top of the machine. Make sure that the spool is secure and doesn't wobble.

3. Thread guide: Look for the thread guide at the top of the sewing machine. Usually, it is a metal bar or a small hook that holds the thread in place as you thread the machine. Follow the designated path as instructed by the sewing machine manufacturer.

4. Tension discs: The thread should pass through the tension discs. These are usually located close to the thread guide. Open the discs and slide the thread between them, ensuring that the thread is properly seated.

5. Tension regulator: After threading through the tension discs, the thread needs to pass through the tension regulator. This is a dial or a numbered knob that controls the tension of the thread. Consult your machine's manual to determine the correct setting for your project.

6. Take-up lever: The thread should then be passed through the take-up lever. This lever moves up and down as you sew. Make sure the thread is properly inserted into the take-up lever.

7. Thread the needle: Finally, thread the needle. Pass the thread through the needle's eye from the front of the machine to the back. Pull out a few inches of thread.

8. Secure the thread: To prevent the thread from coming out, hold the thread tails in your hand and run the machine for a few stitches, either using the handwheel or the foot pedal. This will help to lock the thread in place.

It's important to refer to your sewing machine's manual for specific instructions as different machines may have slight variations in threading. Additionally, some sewing machines may have automatic threading features that simplify the process.