Torque wrench doesn't click I have a new and calibrated torque wrench that is for 2-15NM. When I'm tightening a bolt it doesn't seem to click even at 2NM no matter how hard I turn. 

I tried using it against a same size hex key as the bolt by holding the hex key firmly and then it seems to click at fairly light pressure, but not when I'm actually tightening the bolt. What could be wrong?
I see 3 possibilities, it’s not clicking because you aren’t turning hard enough, it’s clicking and you aren’t noticing it, or it’s broken. (Edit: 4th possibility it's a kind of break-in behaviour of the tool and the click is very gentle to begin with. Not sure why but seems to be what OP is reporting in comments. go carefully.)

I tried clicking mine at 2Nm holding the hex bit by hand and couldn’t do it. I had to twist the whole head of the torque wrench. Above 4Nm it’s quite hard to lever the head to click without an actual bolt to lever against. 

I think you should try out a whole range of torques on suitable bolts, as well as finding another known torque wrench to compare against. Maybe seek out whoever calibrated it if practicable. 

Edit: caveat; if one is a new user of torque wrenches go carefully with torque. A torque wrench will/should tell you when you achieve the torque spec., but it won't stop you tightening the bolt further if you continue forcing it. Excessive tightening can damage bolt threads.