The apparatus without the two drying tubes is shown below. The drying tubes are inserted in the reflux condenser and addition funnel after the apparatus is dried with a heat gun.
If no reaction occurs between magnesium and the aryl bromide, you will see shiny magnesium metal resting at the bottom of a clear, colorless solution. If a reaction does occur, the metal will become dull and the solution will turn cloudy (the reaction is exothermic, so if it starts on its own, the ether will begin to boil spontaneously).
Grignard reactions can be notoriously difficult to start. This is partly due to a thin metal oxide coating on the surface of the magnesium metal. Stirring and heating the mixture often breaks down the oxide coating and initiates the reaction. Other recipes for starting reluctant reactions will be discussed in lab.