Is it that you are not seeing them or you do see them but aren't able to connect?
If you're not seeing them, try looking around the base of hardwoods for cuttings (the bits and pieces of nuts and cones from squirrels eating overhead). Also, if you are alone, try walking about 20 yards then stop and sit for a while, like 10-15 minutes. Keep your eyes peeled and if you don't see anything, walk another 20 yards, sit and repeat.
It's easier if you are with someone. One person walks ahead 20-30 yards or so as the other watches the trees. Squirrels always go to other side of the tree to where the noise is coming from. As your partner walks past a tree with a squirrel in it, the little critter will wind around the tree, hopefully in your sight line.
Now if it's that you see them but can't get them with a slingshot, I'm not surprised. Squirrels are nervous and move around a lot. A slingshots projectile is quite slow, so unless your are very close and the squirrel is still for quite a while, you'll have a hard time getting one. A .22 or 410 would do the trick, as would an air rifle.
