OK I believe in the lord but I have an issue. I don't know to have a relationship with him. I pray and try and read the bible and want to be close but I don't feel anything. How do I?

If you don't feel it, maybe it's just not for you. I think that religion should be something you feel deep down inside and if you don't, then maybe you don't truly fit into that religion. I'm sorry, I know that probably isn't what you want to hear and I really hope you do find a connection with God if that is the religion you believe in. Good luck :)