The fly was dead. The plant will only digest a moving insect. When the trap first closes is just traps the prey. As the insect struggles to get out the trap closes tighter then seals shut and releases the digestive juices. There is no need to feed them manually.

If the bug is dead drop it in the trap and make sure it hits atleast 2 of the 3 trigger hairs on one side..then it will partially close..then using a very thin tool push the dead carcus around so it stimulates the trigger hairs..this will trick the plant into thinking it is a live plant..(the plant does not want to waste the energy of digesting a rock or soemthing..they are smart)
to feed it a live bug catch the bug anyway u wish..(i prefer putting it in a cup and putting paper over the top..then put it in the freezer for about 40 seconds (any more and the bug will die)..this will put the bug into a lil nap..then quickly use tweezers or your fingers and pick up the sleeping bug and place it in the trap and make sure it hits the trigger hairs..the trap will partially close..and within a minute the bug will come to and start moving around..stimulating the hairs and making the plant fully close..

of course the best method is putting the plant outside or whatnot and letting it do it naturally..it will catch them by itself believe me..

If you really want to feed it a dead insect try squeezing the trap gently,this way you will simulate the insect movement but from the outside!I do this with my baby flytraps and it always works.