Can't get my camera and flash trigger system to work?

I own a Nikon d5100 and a SB-400 flash and recently bought the Promaster Trigger system. The flash does NOT want to go off. I want to use it with an umbrella and sync it to my camera. Can anyone help? I'm new at photography and have no experience with trigger systems.

Added (1). My camera mode as well as flash settings are set to Manual. And built-in flash is raised.

The Sb-400 is woefully underpowered to use in an umbrella… Really a waste of time and battery power.

Why do you have the pop-up flash raised? Put it down.

The Sb-400 gives you no control at all, other than off and on. It is expecting to talk to a Nikon camera, not your flash trigger. Your flash settings in the camera aren't having any effect on the actual flash unit.

Get yourself a couple of Yongnuo YN-460 manual flashes off Ebay and this will work much better for you.