Wiring of Combination Switch and Outlet
These combination switch and outlet devices typically have four screws:


1 silver screw connected to the neutral side of outlet
1 brass screw connected to one side of the switch
2 dark screws: one is connected to the hot side of the outlet, the other connected to one side of the switch.  There is a removable tab that connects the two dark screws together.


The silver screw needs to be connected to the neutral (white) wire.

Leaving the tab in place, you have two ways to connect the hot (black) wire:


To have the outlet controlled by the switch, connect the hot (black) wire to the brass screw.  The dark screws then become a switched hot that you can use to control another device.
To have the outlet always on, connect the hot (black) wire to one of the dark screws.  The brass screw is now a switched hot for controlling another device.


If the tab is removed, then your switch and outlet are disconnected from each other.  Wire them as separate devices.  If you want to control the outlet with the switch, you'll need to run a wire from the switched side of the switch to the hot side of the outlet.