Mercenary Fragmentation skill gem

Act 1
Get Fragmentation skill gem.
Equip it.
Drag skill to right-click slot.
Tutorial says right-click to use.
There is a red barrier in front of check point.
I right click.
It makes a cocking sound.
Tutorial still says right-click to use.
Red barrier still there.
I put it on the #slot and use it there.
Cocking sounds.
Nothing changes.

What am I supposed to do?

It makes that sound because it is switching your ammo over to that. Then you just have to fire the weapon from there. It will be using the ammo type you loaded it with.

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Evolon73#3586 wrote:

Act 1
Get Fragmentation skill gem.
Equip it.
Drag skill to right-click slot.
Tutorial says right-click to use.
There is a red barrier in front of check point.
I right click.
It makes a cocking sound.
Tutorial still says right-click to use.
Red barrier still there.
I put it on the #slot and use it there.
Cocking sounds.
Nothing changes.

What am I supposed to do?

Mercenary (or, to be more specific crossbow) technically has very few "active" skills. Most of it's skills (including fragmentation) are accounted as Ammo.

Unlike other skills, ammo has pretty unique way of usage. You should use ammo skill to load ammo, then use crossbow attack to shoot it (LMB by default).

Each ammo skill has own bolt counter (and it is different for many of them).
Ammo will be reloaded automatically on emptying a magazine and trying to shoot, or if you use ammo skill manually.
With ammo skills Mana is only spend on reload, but not when you shoot (though, do not think that it is relieving much of a mana stress... I began to feel it at around act 3, while doing combos my mana began to drain pretty quickly).

Switching ammo has small delay, probably depending on attack speed.
Reload speed is dependent on skill and "reload speed" parameter on crossbow (as well as nodes on passive tree).