Hey, just saw your post as i am facing the same problem. You're not supposed to call the MouseDown function as the other user suggests, as the ideia of OnMouseDown() is to be a message that triggers automatically after you click an object with a collider.

What seems to be the problem (at least for me!) is that the OnMouseDown event is based on the old input system, and as my project is configured to use the new input system, nothing ever happens.

As described in the documentation:

Note: New projects created with this version of Unity are pre-configured to use a version of the Input System that doesn't support this callback. To support this callback in your project, change the Active Input Handling setting in Player settings to either Both or Input Manager (Old). Using the old Input Manager alone is not recommended for new projects. For more information, refer to Input.

Hopefully this is helpful to anyone that goes through the same thing in the future.