Are you getting any sound at all?

You need to make sure that you have selected Mic as one of the inputs for your current patch.  (Press and hold the View button to get to the setup pages and then navigate to Page 3 using the RIGHT button on the 4 way Nav Pad.  Change the inputs for channels 1 and 2 respectively using the first two of the four encoder knobs in front of the LCD). You need to use a dynamic mic too as the HD500 doesn't provide phantom power for condenser mics

You may need to increase the mic input level trim control at the rear of the HD500.

The HD500 doesn't have any vocal amp models included so you can either use a guitar amp or PRE amp model or one of the compressors and or EQ pedal FX to boost the level.  You can boost the level of the channel you have your mic set up on by up to +12dB in the HD500's mixer block.

Nick