What were you expecting to happen? Show on the desktop? Show in the sidebar? Start a program to grab photos?
You have to enable the ones you want. The first two are in Finder > Preferences > (General and Sidebar, respectively).
The third one is controlled inside Image Capture, but the option won't show up unless there is a card in the slot, and you select the card in the DEVICES list, and you click the little reveal trianle at the bottom of that column so it points down. That will give you a popup labeled "Connecting this camera opens:" and a list of applications on your computer that can import photos (one being Image Capture itself).