Is the phone new, or has it been working for a while and then stopped? Can you send SMS if you put your SIM in another phone? Does it work in safe mode? Do you get any error messages? What app are you using, and does using a different one make any difference? Are these SMS or MMS? Can you receive them? Can you send none at all, or does it only fail sometimes? Can you send SMS if you use a different SIM?
A lot of questions, but we need more than 'it doesn't work' if we're to diagnose the problem.