Are you using Chrome or Firefox? Is your game using the appropriate character sheet made by Roll20 for the compendium you are using? (for example, for D&D 5e, use the sheet named "D&D 5e by Roll20" sheet) Is the character popped out in its own browser window? Drag and drop (and some other Roll20 features) will not work with popped out character sheets. Turn this off in the settings (under the cog/gear icon in the right-hand pane in your game), then try drag and dropping spells.