If you buy the absolute cheapest live rock you can find, you're probably not going to get much life on it. Usually, you'll find a lot of fan worms, bristle worms, all kinds of algaes and a few flecks of coralline on cheap live rock.
If you want a lot of life... coralline encrusted, fan worms, small polyps and mushrooms, worms, feather dusters, heck, maybe an anemone here or there - you really have to buy some ultra premium stuff. Fiji, Marshall Island, Vanatau, Jakarta, they all have ultra premium live rock - but you're going to pay dearly for it. Sometimes as high as $12/lb.
If you did buy live rock, over time that rock will start to show signs of life. Fan worms will start populating your glass and sump, coralline algaes start to spread, worms start to reproduce, things start crawling in your sand bed... it just takes time. What also helps is decent water quality and a decent light fixture for the pretty purple and pink algaes (coralline) to spread.