Why is my cleaner is pumping water but not picking up debris

Filter bag getting prematurely clogged: check filter bag. Make sure filter bag is clean (hint: rinse out filter bag with a garden hose). Soak filter bag in a bucket of water. Wring out bag and re-soak with fresh clean water. Repeat process until water in bucket does not change color.
If pool has gray water: shock pool and clean one time by manual vacuuming (cleaner works best when starting with a clean pool). Use a clarifier for a couple of days to clear water. For best results use cleaner in a scheduled manor (cleaner works best when used as a maintenance tool).
Check intake valves make sure intake valve opens and closes freely. Intake valves that are stuck in closed position will not allow debris to be collected. Intake valves that are stuck in open position will let the debris fall back into the pool.
Using a mesh bag is a good idea to pick up large debris. Using a mesh bag to pick up large debris and switching to fine filter bag for a thorough cleaning is the best way to keep the bags from becoming prematurely clogged.