Maybe, try with default theme, will it appear? If yes, then it's your theme, actually you can also add the code direct to your template.
It might be the installation issue, and you haven't completed the necessary stuff yet. From this plugin's installation page, Refer to the usage part, it says : So yea, you'd need to add that (wp_pagenavi() function calls) code to your footer.php theme file for it to works.