Most pools are <abbr title="Pay Per Last N Shares">PPLNS</abbr> pools, which means that you only get paid when a miner on the pool finds a block. If the pool you are mining on is small, this can take a few days to weeks.
On some CPUs, XMRig tries to increase performance by disabling certain features like your CPU's instruction prefetcher. These operations require root/administrator, so try right clicking xmrig.exe and running it as administrator, or running `sudo ./xmrig` on other systems.
Scroll down to 'Assets' until you see the correct version for your system. Download this file, extract the archive somewhere memorable, like your desktop.