Thanks for writing. Has your zucchini just started blooming? These vines have two kinds of flowers, male and female, and only the female flowers can bear fruits (in fact, you can see the baby fruit between a female flower and the stem; the male flower connects directly to the plant stem). It's common for the vines, when they first start blooming, to only produce male flowers. Female flowers generally start coming along a couple of weeks later. So if you're not seeing any female flowers, just wait and fruits should start to develop shortly.
If you are seeing female flowers, then it sounds like they're not being pollinated. Attract pollinating insects like bees and butterflies to your squash by planting zinnias, daisies, marigolds, dill, or other flowers nearby.
---Justin, Senior Garden Editor, BHG.com