On older android versions you need root. On more recent ones you can use an app called Andromeda (paid) to enable it without root - requires a computer and has to be re-enabled after a reboot (applied themes remain, but you can't use Substratum to change anything without re-enabling).
Since I don't know what android version you are running or whether you are rooted I can't say whether that is the answer, but that's the most obvious reason for it not working.