Lawn mower starts , will not move when placed in gear. Murray Model 40541

I assume that this is a riding mower? If so I am sure you have to depress the clutch/brake to start it, afer it is running and you release the clutch/brake does it engage the belt that tightens up against the pully on the motor.

Check your belts. If the belts seem okay, check to make sure your linkages are all connected.