How do you play piccolo notes?

You don't just blow, you have to blow across the hole, and get the embouchure right to actually make a note. It may take a long time to get used to. You may find that if you can play the Flute, then it is slightly easier to play the piccolo, than a person playing the piccolo for a first instrument! ; ) The piccolo is the same as playing the flute,it's just smaller and harder to hit the keys. I suggest mastering the flute first.