Propagating lavender takes patience!
Take your cuttings from the stems that are still green, not the woody stems.
Clean about 2 inches of stem of leaves and dip each stem into rooting hormone.
I like to make a tray of sand and perlite and place each cutting into the damp tray.
Keep damp and out of direct sunlight. I place them in a shady part of my garden.
After 6 weeks, tug the cuttings slightly--if they resist, gently remove them and pot into small starter pots in a good potting mix.
I have had some cuttings take up to 8 weeks to form tiny roots. Growing Lavender this way is tricky for me in my Zone 4, but I have had success and I love the process of making more plants this way.
Hope you enjoy it also!
Here is an article about growing lavender.