32se includes RTG, you install first the free 32se (Disk 1/2, it has all the basics like RTG) and then 32se (Disk2/2) payed upgrade
Since I never hear anybody having problems I guess you did not install disk 1 or if emulation you don't have RTG activated in emulation setting or if you run this on other HW you then need correct drivers in Monitors folder in SYS: (Workbench), hope this helps you out