It may take a few days, skimmers take time to break in. The oils from the plastic, manufacturing process, peoples hands, ect don't allow the bubbles to rise up enough to spill into the collection cup, they pop too soon. After a few days a bio-film forms allowing the bubbles to turn into a foam that rises up and over into the cup.
But you should have bubbles in the main body of the skimmer right? Just no foam building up?
If you have no bubbles anywhere then something is wrong.
Check out where the air intake is for the skimmer. I am not familiar with the coralife, but there should be a tube going to somewhere around the pump, it may have a valve on it it may not , make sure it's letting air get into the pump.