Makes and model numbers would be helpful.
If your TV has an antenna hookup and a built in ATSC digital tuner you should connect the antenna directly to the TV. Select over the air and run a channel scan. Digital TVs won't tune in any channel that has not be found in the scan.
If your TV doesn't have a built in tuner did you get a box with HDMI output? If you did then connect the antenna to it and connect the tuner to the one of the HDMI inputs. Do the setup on the box and run a scan.
You may need to reorient the antenna to get channels. Sometimes you need a different antenna. HD channels either work or they don't. Not like analog broadcast TV that got "snowy" when the signal was low.
If the box you got doesn't have HDMI output then you...