Are there any other tank mates? Fish eat their eggs if they feel threatened usually. Also if it's their first time it's very common. They will spawn again and every time they should become better and better at being parents. If they do it's best to keep the lights dim, movement in the room minimal etc. so that your not interfering either. Breeders use cones and then cover the eggs or fully remove them to another tank to artificially hatch. My discus spawn every week like clockwork and typically eat the fry once they hatch. I don't want to raise baby discus it's a ton of work so I don't interfere. If you want babies it's best to give the breeding pair a tank of their own.
If you are serious about wanting to raise the fry, I'd set up a separate spawning tank for them, and pull the female out after they're done spawning to let just the male tend to the eggs till they hatch.