First of all, if you're running Wireshark on Linux, do you have proper permission? E.g. sudo
Second, are you on the right network interfaces? Refer to the image, notice that there are a few interfaces on it. Some of them have network activities, while the others are not. You don't want to capture the one with no activities as it will bring you nothing.
Capture logs in wireshark by neither way by taking TCP dump on client computer with source as client ip address and destination as DHCP server ip address . Please trigger DHCP traffic from client by enable DHCP options on network adapter setting so that DHCP dora process start and traffic is capture on TCP dump
Later open this TCP dump pcap file in wireshark tool for clear understanding and analysis.