Hi,
one would need more information. Are you running Mathematica from the command line? Then it would be quite normal that you don't get the graphical output.

If you are running Mathematica in the standard graphical user/notebook interface you should see the plot as expected.

Also it might be useful if you could post the output of this command:
$Version
Cheers,
Marco
PS: You might also want to see this and this.