The few times I've had a brand new bow and a new cake of rosin at the same moment, I haven't really had any trouble with it.  But I usually use dark rosin, which is more "grabby" in the first place.

My very first bow and cake of rosin, I did use sandpaper on the rosin. Because I'd heard it recommended while waiting for my violin to get delivered.  That rosin was very hard and brittle and even using sandpaper, I tended to get chunks and grains of it instead of just a nice fine powder.  So I don't know how advisable it is to scrape it with a key, though I've seen it mentioned more than a few times.

But yeah, if you've rubbed the bow over the rosin and you're still getting no sound when you try to bow, roughing up the surface of the rosin a bit to get some to actually go onto the bow would be about the only logical next step to try.  I'd agree with RU on that as about the only thing one can suggest to a frustrated beginner.

The first time with my very first bow and rosin, I don't know if I actually needed to or not.  But later times with new bows and dark rosins, I've never had a problem.  So maybe the type of rosin makes a difference?