You may not be able to find your TV show in the list of available shows, or it may not download an episode, for a number of reasons:
 

You have already added it?

Strange as it may sound, this happens a lot. Maybe you've already added the show a while back and forgot about it? If so, it won't show up in the list of available shows. Check your My Shows list to be sure.
 

The show/episode isn't available from our sources

We pull data from EZTV and TorrentGalaxy. If you add a show for which no one has uploaded any episodes (happens a lot with news programs), then there are simply no torrents to download.

You are excluding the data source which the show is available on

For example, if you have your global settings set to exclude anything from TorrentGalaxy-- but that's the only data source supplying the show/episode-- then nothng will download.

The show appears on My Schedule, but nothing downloads!

The schedule data is pulled from air date listings on TVMaze, and doesn't guarantee there will be torrents available. If no one supplies a torrent to one of our data sources (EZTV, TorrentGalaxy, etc) then there will be nothing to download!

The show has ended

If the show is marked as "ended" on TVMaze.com, then that means it is no longer putting out new episodes and has no intention of doing so. Basically, the show has been cancelled.  In this case, Episode Feed will remove it from the list of shows you can select from.
 

Wrong language?

The show might be listed under a language you do not have selected under your Account / Preferences.  For example, Squid Game will be listed under the Korean language.  Go to the "Browse All" page and search for the show-- if it is there, take note of the language it reports.  The language of a show is described in a feed from TVMaze, and it's very possible it could simply be wrong.
 

The show goes by a different name

The show you're looking for might go by a different name than you expect.  For example, instead of "Jimmy Fallon", the show might be named "The Late Late Show".  Use Google to verify the official name of the show.
 

You dreamed it and it never actually existed

Always an option.