Turn the black dial then push the blue lever down?
I was given a much older TACX model. I had the same problem until I discovered the dial. As you posted - adjust the dial, then engage the roller by pressing the lever down until it locks.
If you don't adjust the dial enough, the tyre will slip. If you overdo it, it will be difficult to lock the lever down and the tyre will be pressed too hard against the roller, which will probably make it wear quicker.