First, I assume that at some time the gun worked properly. If so, let's try one question, then suggestions.
1. With cylinder out of gun, does the hammer cock normally? If not, then there is something else wrong.
2. If that is OK, then lower the hammer all the way.
3. Pull the hammer back slowly to the half cock position. That is the second notch (second click), not the first.
4. With the loading gate open, drop the cylinder into the frame.
5. Turn the cylinder clockwise (looking from the rear of the gun) while pressing it in. The cylinder should "snap" in place as it moves the hand out of the way.
6. The cylinder pin should go right in. If the cylinder pin won't go in, or binds, stop and try over again.
I suspect the problem is in Step 5, which takes a bit of practice to get used to.
Jim