First of all there is a delay on the thermostat BEFORE it kicks the ac or heat on. And it is a long time on some Rv's. I swear mine is over 4 minutes! To this day sometimes I think the heat or ac is broke when it doesn't come on right away. :R
And if you have been clicking it on and off you need to stop and let it reset before you try it again.
Second, check you do not have the second lever on the thermostat on 'fan only'. Needs to be on 'auto' for ac and heat to work. Been there done that oops too.