We can't really help you - you've given us zero information about what you are doing and what is going wrong.
"using atlassian sdk with .net" - how? What is the code or process you are doing? What do you mean by "using"?
"when I connect to the server" - what do you mean by "connect"? What is the program in use, what are you sending, what is the "connection"?
"didn't create issue" - this is a bit more useful, but you need to tell us what you are doing and what the error message is. I can't think of a single program that would not return an error of some form if it failed. The only time you won't get any error from an attempt to create a Jira issue is when you didn't actually try to do it because you were blocked well before reaching Jira.
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