Ouija Boards are a belief, some feel it's a tool to contact spirits, others it's a game. Personally it can be used to contact spirits if used correctly. [Simply buying a board does not equal instant spiritual activity.]
First, if you purchased a board you need to cleanse the board and planchette [heart shaped thingie] of all energy. Any item can collect energy, especially in a store where people pick it up and put it down all day long. Cleansing it will remove all these layers of energy. Second you should charge/bless it with energy, this not only personalize it, but you are now turning it into a tool for divination and not a toy for slumber parties.
When you are ready to use the board, cleanse yourself and the space, cast a circle, and meditate to clear your mind and focus on the task at hand. [Anyone joining you should do the same] place your fingertips lightly on the planchette [almost above the planchette, it should be very light] Now relax your mind and begin the session. Personally I have 3 people use the board, two people are meditating [usually blindfolded] who work the planchette and the third person reads and records the questions/answers [you could set up a camera but some feel the electrical equipment can effect spirits.]
Once finished, thank the spirit, wish it a safe journey and say goodbye, open the circle, and put the board away in a safe place where it won't be damaged. You may wish to cleanse yourself again, and if you feel the spirits lingering, cleanse the area. The board should be recleansed depending on how often it's used.
One final point, there may not of been any spirits in the area at the time, or the thickness of the veil prevented any from contacting you. It is believed there is a veil [barrier] between our world and the spirit world that grows thicker and thinner through the year. Beltane and Samhain are the best times to try and contact spirits. So you might have better luck in Mid-April into early May.