If you can't see the cookie consent toolbar in the frontend after the installation of the component, it's likely you have a javascript error/conflict on your website, most probably due to third-party extensions, multiple jQuery inclusion, old libraries, etc. this happens especially on websites with a lot of extensions installed.
It's strongly recommended that you open the browser console (F12) and inspect any javascript error.

You may have installed an extension such as JCH Optimize or a specific template feature to merge all javascript files into a single file thus breaking scripts as in the image below:

If this is the case, you should disable such feature under settings of your template (such as T3, Gantry, Gavick Pro, etc) or configure the exclusion of files used by the GDPR component if possible, in order to preserve the execution ordering of scripts:
• cookieconsent.min.js
• init.js
• user.js
• jquery.fancybox.min.js
• checkbox.js

If you are using JCH Optimize or any other scripts having on-page Javascript errors, you can try to enable following settings:

If you are using JCH Optimize and the auto no conflict mode didn't work, you find below the correct configuration to be applied manually in order to preserve the correct execution order of scripts:

If you are unable to setup this configuration as an alternative you can disable the generic feature to merge all javascript files into a single one:

If you are using a template based on the T3 framework, you can try to add all files used by the GDPR component to the 'Exclude files' list: