First thing to do would be to make sure it is enabled by:
Router# configure terminal
Router(config)# ip http server
Router(config)# ip http secure-server
Router(config)# ip http authentication local
Router(config)# ip http timeout-policy idle 600 life 86400 requests 10000
If the router supports HTTPS, the HTTPS server will be enabled. If not, the HTTP server will be enabled. HTTPS is supported in all images that support the Crypto/IPSec feature set, starting from Cisco IOS release 12.25(T).
Afer that make sure you have user with maximum privileges created, it will be used to login via SDM, for example:
Router(config)# username yourname privilege 15 secret 0 yourpassword
Enable SSH and telnet:
Router(config)# line vty 0 4
Router(config-line)# privilege level 15
Router(config-line)# login local
Router(config-line)# transport input telnet ssh
Router(config-line)# exit
Router(config)# logging buffered 51200 warning
If all this worked, try to do the following:
1. Ping from router to the station that you are using with web browser, and make sure you have connectivity
2. Ping from the station to the router and make sure you have connectivity.
If all this worked does not mean that is all you have to check. The traffic between your browser and router may be filtered. Look at the network diagram and check if there is no firewall between them, (ISA etc.) Also check your router access lists and make sure you do not block traffic on port 80 (http) and 443 (https).
If all this fail, save your router configuration to the notepad, reset your router to defaults and simply start from scratch.
http://www.cisco.com/en/US/products/sw/secursw/ps5318/prod_installation_guide09186a00803e4727.html#wp70999