I have attached a dust vacuum to the back of my Parkside jigsaw but it does not seem to be extracting any of the dust that it is producing. I have checked and there is nothing blocked in the vacuum and I have never used it before, it is brand new, so it can't be broken.
Some models of the jigsaws that Lidl sell have a little lock that can be put over the dust extraction. I am not sure why anyone would want to block it but there is a switch in place that will block it.
Check the side of the jigsaw and you will find a button that looks something like what you see in the image below. This will unblock the dust port and allow the vacuum to effectively suck away all of the dust that is being produced by the saw.