Are you trying to fire into empty space instead of at a particular AI? The missiles are all guided missiles and so need to lock on to an AI target before they will fire. The rockets and guns do not need this lock, and can simply be shot into the air, as I'm sure you have discovered. There are visuals on the HUD along with a warbling tone which tell you that it has locked. (E.G. on some missiles, the target, which was made of two circles, turns to one, and on other missiles which have one big circle, a smaller one appears and follows the target around). Also make sure that if you are firing at AI in the air, you have the Air to Air/Air to Ground switch on "Air" and similarly on "Ground" if you are shooting at grounded AI.