You're gonna get flamed for not doing your research. There are metasploit posts and tutorials all over the place, but I'm in a good mood so I'll give you a tip...
Lots of variables could be playing into your lack of a session. I'm going to assume you scanned your LAN and there is no need to worry about firewalls or port forwarding because that's a noob-raping demon in and of itself. Metasploit's db_autopwn should automatically start any associated listeners and open any requisite ports on your machine, so you shouldn't need to open or change any ports unless they're being filtered.
The computers you scanned may not have any vulnerabilities that can be exploited via a simple nmap scan, so that could also be why you have no sessions. You might need look into other vulnerability assessment methods like Nessus or OpenVAS.
My advice: Go study up at Metasploit Unleashed and practice on an early-edition XP virtual machine. You're in over your head if you're trying to learn metasploit by taking on a larger-scoped project like attacking an entire LAN.