Here are two useful tutorials on official NEM blog.

https://blog.nem.io/how-to-use-delegated-harvesting/

https://blog.nem.io/how-local-and-delegated-harvesting-works/

You need to consider that your success in harvesting highly depends on the NEM amount you have and on your importance. If both are low it could last some time to find a block. And then, it could be that there are no Txs in the block so you do not get any reward. This happens to me several times. Mostly one two years ago, when NEM had much less transactions per day but it still could happen.