Why every time I use my finger to finger myself it doesn't works? what else could I do?
If you mean you don't orgasm when you do this , its just a case of getting to know your own body and finding the parts that make you orgasm. Try buying a vibrator as an alternernative.
You need more intimate act to get satisfied. Like using sex toys. Here is an article that you might find useful.
rub the outside at the same time when you finger yourself.