I am developing an extension for Premiere Pro and I am stuck on how to start. I built a test extension which is appearing in the extensions tab but when I click it nothing is happening. I don’t know where to begin learning how to develop the extension.
That sounds like you’re not setting PlayerDebugMode, to enable unsigned extensions; see the PProPanel readme.
Also…
This forum is for UXP development; we recommend the regular PPro Forum for CEP-related questions. 
Also also: If at all possible, we recommend starting your development in UXP, not CEP.