Just check you've plugged it in to the correct port if there's two of them - purple port is for keyboard and it's usually the one nearest to the edge of the system case.
However, those adapters don't always work because it depends on the make & model of keyboard it's used with, and the fact that the adapter was supplied with the keyboard is no guarantee it will work with that keyboard - the manufacturer just throws it in just so they can brag about it as added-value on their packaging.
The only keyboard guaranteed to work in a PS/2 keyboard port is a native PS/2 keyboard. Still available online but getting rarer.