Dear @Sneyder_Leon_Bravo,
in addition to all what @abg has already said, please be aware of a couple of things:
the delay() function (depending on which Arduino IDE and board you use) is blocking completely the CPU, therefore it could also block the BT transmission. It is more advisable if you use your own delay function, like:
MyDelay(unsigned long Timeout)
{ unsigned long ToWait = millis();
while ((millis() - ToWait) < Timeout) ; // do nothing but keeps alive the CPU
}
typically the SoftwareSerial initialization is made by allocating the Rx on pin 10 and the Tx on pin 11, therefore please verify if you have correctly connected the wires : i.e. the Tx pin of the Nano board to the Rx pin of the HC06 and the Rx pin of the Nano to the Tx of the HC06.
The following diagram could help:
to check whether on Arduino side, everything is working well, you could use the Serial Bluetooth Terminal app (free on playstore) so you can easily debug your system before going deeper in your app development/debug.