Hello, and welcome to tomshardware.
This sounds as if you did not select the correct type of signal, being ANT or CABLE. You need to select ANTENNA as you input type when searching for channels.
You also need to do a Channel Search to find channels. Simply connecting the TV to an antenna will give you nothing. Select ANT as your tuner source, then do a channel search in the menu. If you post your tv model number, I will guide you through the procedure.