Could be quite a few things.
1. There is a category of 'invisible' flames, called "transparent" and to see it, you have to turn you shaders to a darker color (Setup -> Utils -> Shaders) since the original one is white and the transparent flame is actually white as well.
2. You haven't activated it yet, go to your deactivated and activate it there.
3. What jinmaster said, the original setting for flames is to be off as far as I can remember, so follow what he said.
4. An item appears on you Tori after a few minutes, not straight away. Try doing /dl <your name>, then /lp 1 or 0 <your name>.
Hope one of these things helps