When you connect your social media profiles first time to RADAAR, it starts to get comments and messages after that point. Not getting previous comments and messages. If you like to test it please send a test message or test comment (maybe an emoji) to one of your social media profile. When a new message or comment made by your audience it can take a little time cause platform needs time to deliver them to us, and we need a little time to process them to show to you. This time may differ from platform to platform.
One more thing, Unfortunately, Instagram has not yet allow to reach DMs via software like RADAAR for every account. You should have more than 1K followers. But please try it.