The film advance sprocket should pull the film onto the film spool, you can still turn the spool. The lever that unlocks the advance sprocket, locks the film advance knob when on R, so you cant turn. With the spool out you should see all the cogs turning together, if you put your finger on the film advance sprocket, can you still turn the film advance knob? Just make sure the film advance knob is not slipping. Doesnt sound like anything easily fixed, best to send it to an expert.
You have tried different films to make sure its not just a problem with the film?