Kegel ball

so I recently purchased the weighted Kegel balls cause I just want to focus on improving my pelvic muscles and tighten up the insides. I started with the beginning ball which is just one and has a loop at the end. I don’t know how to properly use this though and if I’m doing it right. If feels like I have nothing in there like it’s a tampon. How do I use this thing? Am I supposedly feel it inside of me ? How long till I see progress ? How long do I leave it in? Should I just advance to the next balls if I don’t feel this one ?