As you can see on the screen shot below, I'm trying to create a 3 km buffer around the roads.
After clicking OK, the buffer is successfully created and added to the table of content but nothing shows or changes on the actual map.
Can anyone help me with it? 
Best Answer
When you ran the Buffer tool you let the workspace to the Output Feature Class default to
C:\Users\Cezar_ka\Documents\Default.gdbso you should be able to use the Catalog window to locate yourroads_Buffer2feature class to drag and drop it onto your map (or Table of Contents).My recommendation would be to choose a specific workspace for your outputs rather than letting it default.
From your picture I cannot see whether the buffers created are missing or just behind the tool dialog but I suggest using Zoom To Layer to make sure that the buffers do exist somewhere.
This may be a problem of coordinate systems so check the Properties of your data frame to see whether all the Layers have the same coordinate system. They do not have to but if they are not drawing in the same space it suggests that one or more of them may have the wrong coordinate system defined on it.
To simplify your problem start a new Blank Map and work with just a couple of layers while you sort this out.
If, when trying to drag and drop to the map or table of content nothing displays on the map but you get this error message:
then review Georeferencing CAD Files and Creating Geodatabase where the correct advice is to use Project Define to apply a coordinate system to it. The buffers having no coordinate system suggests that the feature class they were created from did not either so perhaps fix that instead, then simply buffer again.