I Want to hook up my Apple TV to two TV's, I bought an HDMI Splitter & it doesn't Work

Not sure what you are expecting. An HDMI Splitter will copy one ‘live’ (as it is happening) source AV stream to two or more outputs. An HDMI Splitter will need to be HDCP certified to allow passthrough of commercial video content. An HDMI Splitter (1× IN to multiple OUT) is distinctly different (reverse) from an HDMI Switch (multiple IN to 1× OUT). HDMI versioning (HDMI 1.4/​2.0/​2.1 etc.) applies for more advanced features (like 4K/​HDR) on this device as well.

An HDMI Splitter will not allow you to operate the Apple TV box from two TVs independently. To use an Apple TV box on two TVs independently, you will need two units.

Make sure you buy one with the right specs, like this:

HDMI Splitter 1 in 2 Out, 4K HDMI Splitter Not for Extended Display (Mirror Only/Copy Mode),Sends Same Content to 2 Screens(Need Power 5V 1A), Works with Laptop,TV,Monitor(Hdmi Cable Not Included)