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There are so many possibilities that could go wrong
- do you use a theme that supports banner display? If you just installed XOOPS, and use Zetagenesis, then it should be OK
- did you place the banner on the Website, in a directory that is accessible to XOOPS? There is a special directory /banners under images for that
- did you add it probably a link to that banner in the Admin?
The key is:
- create a banner
- place it in the /images/banners directory
- set it properly in the banners area in the Admin
- make sure that you theme supports banners