Sure, there are several things to check:
1/ You have to be in the heavy artillery tank. (On multiplayer game, you should also check the weapons control are given to driver or passenger.)
2/ If MRV missile is inserted to ammo slot properly, both the "strategy missile launcher" and ammo slot (lower-right corner of your screen) should show green in colour.
3/ Your target should be in range. If you are targeting entities like the biter spawner or worms, the underlying target marker should be in green.
4/ After clicking on the target (thus firing), the "tank turret" will itself turn slowly towards the target, before the MRV missile really get launched. You have to wait a few seconds. (To minimize the turning time, you can face your tank direction towards your target first.) Do NOT keep driving and/or rotating around, or the "tank turret" can never point to the target. Just stop and wait, let the turning finish by itself.
5/ If all of the above are fulfilled, the MRV missile should be launched in less than a few seconds. If it still fails, please recheck each steps carefully.
PS: Once you are familiar with vehicle driving and firing in Factorio, you can drive and shoot with less waiting time for step 4, by actively turning your turret towards target. But as a starter, please follow exactly what I have written for step 4 first.