Preload on Haro mountain bike fork not working
Lockout
Looking up the HL CH-389 fork shows that it can have a lockout lever, which will stop the fork being able to compress if it is on. I can't see a lockout lever in the specs or pictures of the Haro Flightline One but I may not be looking at your exact version/year.
So my first step would be to check on top of the other fork leg to see if you have a lockout lever, and if you do have one then make sure it's not in the lockout position. If you are unsure if it has lockout then post a picture of the top of the other fork leg.
Fork Problem
The other reason the fork may not compress easily could be it needs a service or the fork is faulty or damaged. But a bike shop should be able tell you if the fork is performing as it should just by trying it.
Preload
Often preload adjusters do not click, so I would not worry if it doesn't click when you turn it. Damping adjusters (rebound for example) will usually click but they are a different adjuster for a different purpose.
At the moment you don't know what the preload is currently set to so you can't be sure if it's already set to maximum or minimum.
To check if the adjuster is working and see if you are at either end of the limits you should try turning it both directions and see which direction(s) it will turn in. If it will turn only in one direction or is a lot easier to turn in one direction from where it is now then it's likely you are at one end of the adjustment limit.
It should turn relatively easily when not at either end of its range, especially when turned anti-clockwise as reducing preload is easier than adding preload (when adding preload you are compressing the spring which makes it harder to turn).
If you get it turning, you can then work out what the maximum and minimum are, most preload adjusters will have a range that's multiple full turns, something like 3-5 turns from min to max.
If it's very stiff to turn in both directions and does not get easier at all then the adjuster may be the problem. This can be serviced as per Jeff's instructions or replaced if the part is available.
Preload adjustment is fine-tuning and may not dramatically change how hard/soft a fork is. If you need more adjustment than the preload provides you would need to look at changing the spring weight in the fork.