I am installing a carrier thermostat that has terminals on the back as below
R
Y
C
G
W

The wires coming out of the wall are red,green, white, yellow and blue, I connected to color codes but the blue I put to C. Still nothing works, any ideas thanks

What did the wires hook up to on the old thermostat? If the blue was not used on the old thermostat it's a good chance its not hooked in with the rest of the system. If it was used did you turn the power off to the system before changing the t-stat to keep from blowing a fuse or transformer. One last question do you have a heatpump or furnace? The t-stat you have is not made for a heatpump.

C is a relatively new terminal in the tstat world. Ifyour replacing a mercury tstat, it won't have one. One can be added.

Check the designations at the furnace.

Better yet, you should have, in hindsight, noted the terminals you had hat were connected.