I am very new to photography. I bought a Zenit 12xp and color film for it. I loaded the film in the camera but I can't take any photos. When I take a picture and remove the film and hold it up to the light, I don't see anything. Is there something I missed?
It seems you've significantly misunderstood how film photography works. You missed the key step of film development (also known as film processing).
The entire strip of film is sensitive to light – and extremely sensitive to light, at that. The camera itself can be thought of as a simple light-tight box, protecting the film from light. Once the film is loaded, then every time the film is advanced, more unexposed film is drawn out of the film cassette. When you take a photo, the shutter opens for a set amount of time – usually a tiny fraction of a second – allowing in just enough light for an image to be formed on the film inside. But the film is still sensitive to further light exposure at this stage. If you open the back of the camera, or pull the film out of the cassette, you are flooding all visible film with light – so much so that the film will be entirely overexposed, will not produce any usable photos, and cannot be salvaged. Once film is exposed to light, this cannot be undone.
The text in bold above talks about an image being formed on the film, but it's not a "real" image at this point; it's an "invisible" latent image. To turn the latent image into a real image, we need to perform the key step in film photography, i.e. the film must be developed. That means putting the film through some chemicals, which will turn the latent images on the film into visible negatives/positives. Again, this has to happen in complete darkness. The film will also be fixed so that it can now be exposed to light without any further exposure of the film. It's at this point that the images on the roll of film can be examined and scanned/printed/projected.
So, the process should be: Load film in your camera, take all the photos to use up the full roll of film, rewind the film back into its cassette according to the instructions for your camera, remove the film cassette from the camera without any film being visible, and take it / send it to a photo lab for developing.