I am using EE 2.5.2 and Free Member 2.2.1
I am using the example code and error_handling isn't working for me.
What am I missing?
You don't make any mention of how you're using FreeMember or how it isn't working for you so I'll take it on the basis that it's for a standard registration form where errors are not showing for required fields.
In this case you need to specify both the error handling and required parameters in the FreeMember tag like this along with any specific rules for each field like this:
Include all the fields you wish to be mandatory in the
require parameter separated by a pipe character. In this case I'm specifying inline error handling (errors to appear in line with the form fields).
Then upon submission if those requirements and rules aren't met by the field values then the errors will be triggered.