The reason it's not animating is because you just need one more step - drag the layer that is in the center into the image well in the Orbit Around behavior. That will get your image moving immediately without tweaking any settings. Or, alternatively, you could apply the Vortex behavior to the layer in the center, which will make everything else move around it automatically.
This will give you a 2D orbit animation, kind of like looking at one of those school illustrations of the solar system from the top down. If that's what you're looking for, you're done, but if you need a 3D orbit, where stuff moves in front and behind the center image, you need to do a few more steps:
1) Switch the group containing all your layers to 3D (add a camera is the fastest way)
2) Use the 3D Transform tool to drag some of your orbiting layers backwards in space, and some forward, by clicking and dragging on the blue arrow in the center. This arranges everything so that the center image is in the "middle" and the others are arranged around it in 3D.
3) Apply a Vortex behavior to the center image.
4) Look for the "Include" buttons in the inspector or HUD, and turn on the X and Z buttons and turn off the Y button.
If you've set it up correctly, you'll get everything automatically orbiting around the center image, going behind and in front of it as appropriate.