why microwave oven does not heat up the vessels?

Microwave ovens don't heat up vessels if they're microwave proof.

Usually the information relating to their microwave capability will be found on the base of the vessels.

If you use a vessel which isn't microwave proof it will heat up, very possibly dangerously so: it will be likely to crack or explode.

To test for microwave proofing, if there's no information on your vessel, put the item into your microwave with a vessel you know to be microwave proof - maybe a coffee mug. Fill it with water; this will help protect your oven; its magnetron won't cope well with unsuitable vessels .

Heat for half a minute. At the end of that time your mug of water will have heated, but your untested vessel will also have become hot. If this happens, never, ever use that vessel in a microwave oven; you risk at best the thing cracking open and making a heck of a mess of your oven interior and at worst might cause injury to someone removing it from the oven.