are you anywhere near a bike shop or a bike club where you could get some instruction with these things? I'm glad you have the tension as loose as you can get it, that's good. I'm concerned the cleats aren't in the shoes right or something.
I would be very surprised if a major brand of shoe doesn't work with SPD's
at the LBS they could check that for you.

and if you do venture outside, find a soft grassy area for starters. and then ride UNCLIPPED. Then clip ONE foot in. then unclip it. do that for a while and then try the other.
good luck.