The AE-Lock function simply locks the metered exposure. Cameras generally have two modes of operation for this feature: Press-and-Hold or Press-to-Toggle. Depending on your camera, either one could be the default but this can be configured on most but not all models.

First, be sure you actually used AE-Lock. Sometimes you can override the button to do something completely different. You should notice in the status line that the exposure-values stop changing. Many cameras will show a AE-L icon. Canon uses an asterisk for this. If you were in Aperture-Priority the shutter-speed should not change after activating AE-L but it probably did before.

If you press the AE-L button and the exposure does not change while you recompose, then you did it. You have used the AE-L function. If after looking at your photo, you notice the resulting image to be too dark or too bright, it simply means the metered exposure was incorrect. It is perfectly normal that this could happen. Consider the Metering Mode selected. Depending on the mode it may consider the whole or part of the scene. It is easiest to understand with Spot metering. The spot should be exposed to be a mid-tone gray. After you recompose, that spot which is now in a different location will be mid-tone grey but that guarantees nothing about the rest of the scene. With Multi-Segment metering it gets more complicated but the same principle applies.