There’s a number of things wrong here.
You are inspecting the script file for the component, not an actual component in your last screenshot. The shown values are for what will be used as defaults when adding that component to a GameObject. It doesn’t reflect the state of any actual instance of the component.
Components (which includes MonoBehaviours) belong on GameObjects. This includes user-written components. For a component to do anything, an instance of it needs to be present on a GameObject somewhere while the game is running. Given that you’re showing the script file in your last screenshot and that you say no GameObjects are created, it’s likely that you did not actually add the component defined in that script to any GameObject. As a starting point, you need to add GameObjects to the scene or use existing GameObjects, and add appropriate components if you want things to happen in the game when you enter Play Mode or run a build.
In your first screenshot, Collider is a base class for collider component types that doesn’t do much on its own. Adding a Collider to an object doesn’t make sense. You should instead be adding an actual collider type, like MeshCollider or SphereCollider.
In your second screenshot, creating components this way is not correct. As stated previously, components belong to GameObjects, and should be added by calling AddComponent on the GameObject that needs to have the component. I presume you are trying to add a collider on the created object (not very clear why you would create new colliders each time otherwise). The script should not need to store the created collider itself, this can be a local variable inside the creation method. You would also need to pass the created GameObject to the delegate so it knows what GameObject to add the component to. Properties like the collider’s shape’s center are local to the object, so setting the center to be the object’s world space position would most likely be incorrect, it should be a value local to the object, like Vector3.zero.
Please use code blocks when posting code.
It’s also quite likely your IDE, which looks like Visual Studio Code, is not fully configured. For a usable code editing experience, make sure you configure it properly.
If you are confused by any of the above, I suggest that you build a foundation of knowledge and experience by following tutorials if you haven’t already, like the Junior Programmer pathway on Unity Learn.