I've only ever seen this reported once before:
http://www.zen-cart.com/forum/showthread.php?t=162630
If by "goes nowhere" you mean you get a blank page, then I would expect to see PHP errors recorded in the debug logs, which is why I pointed you to the tutorial article mentioned above.
If by "nothing happens" you mean you get a blank page, see above.
If the button just simply literally does nothing, then you've probably got a broken bunch of HTML on your page, since the button is clickable out-of-the-box.
Maybe. But without details of what exactly is happening, it's hard to tell.
You could always make sure the file is complete and undamaged, as a starting point.
If no PHP errors are being triggered, or if the folder isn't writable, then yes that's normal.
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