I have just wired up a 3 phase 110v transformer and there is 230v across all 3 phases but nothing coming out, why is this?

You need to provide some details. How did you wire the primary and secondary connections - delta or wye? How did you determine that "nothing is coming out?"

Posting that question in this room surprises me. The level of knowledge which would let you attempt this project would make me think that you should know how to figure out the answer. Are you sure you have a 3 phase service?