Open any drawing app. Preview works. Notes works. Even a blank text document works—though your handwriting will look like a spider on caffeine. I recommend Photoshop, Procreate (if you have an iPad companion), or the free app Krita.
Wacom Intuos : How to setup and get started
Draw a squiggly line. Does it look smooth? Good. Now press harder. Does the line get darker? That’s pressure sensitivity working. You did it. Feel proud.
If nothing happens, unplug the tablet and plug it back in. Seriously, that fixes 90% of tech problems. The other 10%? Restart again.