As you cycle the press and the priming arm moves back, you should briefly see the end of a small pin at the base of the primer tube housing poke out, then move forward again, under the pressure of the small, flat spring covering it. This pushes the primer into the cup on the priming arm, at the end of its rearward travel. If everything is working normally, the primer, now sitting in the primer cup moves forward with the arm and back into place under the waiting case, ready to complete the priming cycle.
If it does not, then it is likely that the hole inside which the pin fits is clogged with dirt or other debris and needs to be cleaned out. This is a simple process: After removing the housing and all primers from the priming tube, remove the small allen screw holding the spring in place and remove the pin. Clean the channel and pin( ordinary rubbing alcohol works fine) and reassemble. It should work fine after that.
Another likely cause, could be that the primer tube (two sizes: small and large) is not seated all the way down into the primer tube housing. The end with the plastic tip should be seated all the way down to the bottom. When properly seated, the tip's plastic bottom edge should just about touch the top of the pin. If not, the primers can't drop down far enough to be caught by the pin. When inserting the tube, rotate it about a quarter turn, first one way, then the other, until you feel it drop into place. It should then be seated.
Also, check the entire feed path, to see whether a spent primer may have lodged somewhere inside and won't let the primer arm go back far enough.
Hope this helps.