Using a Blog on the Directory Theme

This is probably a ‘newbie’ question, but I cannot find a way to do this –

I wanted a page in my theme, containing a blog.

Settings are fine – Static Page selected in Settings – ‘News’ selected as the blog page – and I even have a couple of blog posts in the carousel on my website.

However – when it comes to publishing the ‘News’ page, all I can get is an advert for my theme and a load of categories from my website, with no blog posts to be found anywhere.

So, how do you set up a blog page?