A few things to check:
1) Did you build the app as a preview app? Make sure you checked the box for that on the first tab of the App Builder screen.
2) If you didn't build as a preview app, did you publish all your content?
3) Are you sure you built the app against the same project as your content is in?
4) Did you make one top-level collection or two? If you made two, is there content in the appropriate top-level collection for the device you are testing on?
Neil