Hello!
There’s a few things to look at:
1) Can you run “Test connection” in the Pull Requests build feature configuration? Does it work fine?
2) Does TeamCity detect the changes for the branches that you have configured in the VCS root? (Should be visible in the build configuration overview page)
3) Have to check, if the pull request is submitted from the fork or from the same repository; was the PR submitted by the user that belongs to the same organization (as configured in the build feature) or it is an external contributor..