Sonar contacts are basically unknown, so are not plotted on the map, other than the little blue line you see. Once radar or visual is established, then you'll "see" the icon in GFO. "Map Contacts" in the Gameplay settings page influences this behavior. If you're underwater, periscope not up, no visual, so no icon. With the periscope up, you'll have limited range, since you're closer to the horizon line. You can see further on the surface (naturally), but fog, rain, and darkness affect things. What were your circumstances, and what is your mod list?
As for "pinging" a contact, you'll have to point the sonar head at the bearing yourself and do the ping. If you just go to the sonar station and ping, while the sonarman just said "Bearing 002, Long range!", the head might be pointing at 238 when you get to the station, and when you "ping", you just go out into empty sea. You'd have to either look in the documentation for the mod or in the Stock game's pdf for how to aim the head. In FotRSU, you can use the mouse wheel to rotate the head, but other mods, it takes a key press. GFO doesn't change the key assignments by default, so you can consult the "SH4_Q-Ref_Card_Back.jpg" and "SH4_Q-Ref_Card_Front.jpg" pictures for the game's key assignments, though I don't see any for rotating the sonar. There is a lever on the right side of the station's display that can be used to rotate the head, and there's a little marker in that circle by it that indicates the bearing it's pointing to. The irritating thing about the game's sonar is that you can spend all sorts of time rotating the head to a given bearing, "ping", get nothing, and then think that you need an updated bearing, so you leave the station and look at the chart. Go back to the sonar station, and the head is once again pointed somewhere that has no relation to where you just "pinged". So you start all over again...
