There are quite a few things that would need to be confirmed beyond having UEM licenses. Here are the things I would check:
Confirm that your System Profile settings have UEM turned on (System Profile -> User Experience -> Select the appropriate tab -> ensure the slider is all the way to the right)
Ensure that your visit capture percentage is not zero in the system profile settings
Ensure that the agent location is correct in the system profile settings
Ensure that you have traffic to the application you are monitoring (i.e. PurePaths)
Perform a UEM health check (Start Center -> Monitoring -> UEM Health Check)
If all the configurations are correct then the UEM health check should help to pinpoint any issues.
Also, here is a helpful link when troubleshooting UEM issues: https://community.dynatrace.com/community/display/DOCDT65/User+Experience+Management+Administration#UserExperienceManagementAdministration-Troubleshooting