Try to produce a sound from your flute. Place the embouchure hole on your lower lip, purse your lips, take a deep breath, and blow. It will not happen straight away so be patient. Try moving your embouchure hole around. Practice in front of a mirror and look at the shape of your lips. Your embouchure should be about the size of a drinking straw and shaped like a circle or teardrop.
Here’s a nice way to work on producing sound:
Press your lips together. Kiss your flute–place the embouchure hole completely against your pressed lips, so that you can feel the lower edge of the embouchure hole on your middle part of the lower lip, Now, Roll the flute away from your lips approximately 90 degrees, so that the embouchure hole is now level with the ceiling.