All sorts of fail converting Schematic to Bread Board
Your R2 is supposed to be a potentiometer connected between +5v and Gnd, and with its wiper connected to pin 3 of your op-amp.
What you have is a single fixed resistor from +5v to the op-amp instead.

The function of R2 is to adjust the DC offset level out of that op-amp (at pin 1) but the way you have it connected that one will never produce anything other than a fixed voltage as close as the op-amp can get to +5v.
Since the second op-amp is configured as an inverting amplifier, this voltage is then 'inverted' to become the millivolts you're seeing (its trying to output 0V and a few millivolts is as close as it can get).

So replace your fixed 20k R2 with a 20k potentiometer and you'll have much better results.