Often, if a tourniquet doesn't cause a loss of function on the extremity which has it, then it probably wasn't applied correctly. Applying a tourniquet is a desperate move - only for the most dire emergencies where the choice between life and limb must be made.
For a step-by-step guide, see How to Use a Tourniquet.
Using a tourniquet requires wrapping a cravat (non stretchy material like terry cloth or linen) around an extremity and tightening it with the use of a windlass stuck through the bandage (see photo).
The tourniquet should be tightened until the wound stops bleeding. If there is any bleeding at the wound after placing a tourniquet, then the tourniquet must be tightened.
When a tourniquet is applied, it is important to note the time of application and write that time down somewhere handy. The best bet is to write the time on the patient's forehead with a water-proof marker.
Once bleeding is controlled, take steps to treat the victim for shock.