Hi,
check the manual for the driver, it has an enable input (EN+ and EN-) and I suspect you'll have to wire the enable 'ON'.
12V is too low to expect the stepper to work properly, the driver is rated to 42V, so use 42V or close (36V) to it, otherwise even once you get
the stepper working it will miss steps and/or stall at low speeds.
Craig