There are a variety of things that can cause the symptom you describe. For successful troubleshotting, you need to follow a step by step process, working backwards from your field device to the program. Here are a few steps - many more will be obvious to you as you proceed on your specific system. DO NOT jump around - start at one point and work the cause/effect back one step at a time.
1) Do you have voltage at the field device (relay, motor starter, whatever)? Is it operational if you jumper the control voltage directly to it?
2) Do you have continuity from the device all the way back to the PLC output?
3) Do you have voltage at the PLC output common?
4) Is the LED indicating PLC output is on lit? (yuo may need to force the output to test this.)
5) Does the output wiring have voltage when it is lit?
6) If these are DC devices are your polarities right? Are your sink/source connections consistent?
7) In the logic, from the programming software, does the rung with the output show that the output is on (after you remove the force, of course)
etc. etc. etc.
If you follow a logical procedure, take good notes, and examine each cause/effect in turn you will always get the answer!