You may not have any known leads that have filled out a form or clicked on a Marketo email. Until your leads take one of those two activities, you won't see them in reports.
You should have anonymous leads that have website activity, however. This data is normall supressed. For example, a "Visited Web Page" --> Is Any filter won't show you anonymous leads that have visited the website. You have to include a second filter "Is Anonymous"--> True
Next, if you have a low number of leads that have filled out a form or clicked on an email, consider a "Tagging Campaign". A tagging campaign is designed with the specific goal of generating that click on a Marketo Email to tie your database to the online activity. There are many discussions that explain the strategies and tactics of such a campaign, so I won't go into details here--just search the Marketo Community discussions for "Tagging Campaign."
Finally, if ytou're not seeing even anonymous website visits, there is something wrong with your Munchkin. You should have all anonymous activity since applying the codes, so if you have traffic but Marketo shows nothing, something is broken.