Hi,
Have you ensured that the 'mode' that you are using allows the flash to operate?
Here is a link to the user guide which shows in which modes the flash is not available.
http://www.manualslib.com/manual/788820/Nikon-Coolpix-P530.html?page=90#manual
Here is a link which shows the available flash 'modes' and also how to tell if your flash is ready.
http://www.manualslib.com/manual/788820/Nikon-Coolpix-P530.html?page=75#manual