Why the "Thicken" command isn't working?

Are you following a tutorial? I'd watch it closely and see if you've deviated from it somehow.

You may want to check out this tutorial on Splines. Your Splines use too many control points in my opinion: Some Tips for Dealing With Splines
Does SW 2016 have Style Splines? You will have better results with Style Splines.

Before trying to fix the Thicken issue, I suggest working on the "Lumpy" issue. See the attached image. A Panton chair is very curvy, and smooth. Your model has a bunch of lumps, and seam down the center which is not tangent, or curvature continuous if the surface is mirrored.

If a model is built on a lumpy series of splines, it is not going to magically become smooth in the end. Slow down, repair the earlier features. Then proceed to trying to thicken.

The library is filled with these chairs. Download one, and see how someone else designed the model. This one was also made in SW2016: Panton Chair - Verner Panton

Also attached is a comparison of your Spline, and a Style Spline. I highlighted some "lumps" in the Spline with red arrows. Note how the Style Spline follows the same contour, but transitions smoothly. This is a must if planning to make shapes like this chair.

Hi Anayet Karim, it is because your surfaces aren't smooth enough. Personally, I prefer to add more guidelines to have a better shape. Before the knitting the software „see” any surface as separate surface and you are able to have thickness but only one surface. After the knit when you got two surfaces as a one surface you are still able to have the thickness, but with restricted thick-size and only out one direction. You can see attached images.

I don't have a seat of SWorks anymore so can't look at your build tree.

Some basic things to remember and they span all surface building, regardless the software used...

1. Splines should have the fewest number of control points necessary to creating the curvature you want

2. Bad curves/splines/etc will produce bad surfaces; use the curvature combs as Fred mentioned and... back to rule 1 again

3. Build slab (4-sided) surfaces and/or use surface operations that trim 4-sided surfaces into a boundaries. Singularities should always be avoided... cause they're totally avoidable.

4. Overbuild surfaces and let the system trim, setback, etc..

5. Build the bridging surfaces with surface operations that allow continuity control to the degree necessary

6. Practice, practice, practice...