When I try to increase the preview, sculpt, or render, it does not work. How do I fix it to make them increase? I already have the subdivision surface in the modifier stack.
The multires modifier doesn't allow you to subdivide while in edit mode. Try switching to a different mode (e.g. object mode).
Note that you can still edit the base mesh in edit mode after subdividing (your changes will even affect the higher subdivisions), but you won't be able to see the affect on the higher poly mesh in real time.