RPGs are, essentially, stories. The Players play the role of the main characters, the GM the role of the antagonists and supporting cast. The characters go through the story, or stories, and that is what makes the game. Now, depending on your particular game there may be more, or less, emphasis on the story elements themselves, but that general structure tends to hold true. However, getting players into the plot can be tricky. Players are creative people, and even when making a group, sometimes they don't see things the same way. So how do you get them into the plot?
The easiest way to do this is to have some control over the PCs. Someone who is in charge of them, an NPC boss. This usually means that the PCs are in some sort of company with a structure, often military in nature considering the high action rate of most games. Getting PCs into the action from there is easy, you order them into it. But what if you don't want an NPC in charge? What if you want the PCs to be on their own and in control of their own destiny? What if, instead of playing army soldiers they've decided to make a mercenary team that can refuse any jobs they want? What do you do then?
First of all, you need to take a step back. Do you want a game where the PCs have the freedom to literally go where and when they want? If not, you should talk to your players, because if the game isn't going to be fun for you then you shouldn't be running it. Now, assuming you said yes, then you need to take another step back. The more control you give the PCs over where they go, and what they do, the less you retain for yourself. So, you need to find other ways to get them into your plot now since you don't have a pre-designed structure to do this. That doesn't mean you don't have any power, you're the GM for pete's sake. You just have to be a bit more crafty about it. So, here are some ideas for ways to get the PCs into an adventure you've made when you don't have any direct in game control.
#1 - Raise the Stakes
This one is simple, and there are plenty of console RPGs out there about just this. Raise the stakes, raise them to the point where the PCs can't ignore it. You can go for the classic ways here of threatening the world, the PC's homeland, or just the ideals of it. "What, the dark army is coming to wipe out freedom and cookies after 9 pm? That...that is just evil!". But you don't have to do it that way, you can raise the stakes in other ways too. Money, for one, is always a wonderful motivator. Make it so the PCs need it, and the job - that ever so wonderfully dangerous and story launching job - will pay well. Entire TV series have been built around this method (Firefly for all of it's 14 episodes, Outlaw Star, even chunks of Battlestar Galatica had them doing unwise things because they needed the resources).
How does it work? Well, that is simple. The PC group loves their freedom, but to maintain it they need money. Wait until they hit a low point in funds - or arrange one if you need to - and then bring the job offer up. They can say no, but try to sell them on it. Offer more money, more benefits, status, something, anything to make it enticing. Often just more money, and keep the loot will get a lot of PCs involved. Then, once they are involved used that adventure to hook them into the adventure. Once they're involved, they are, well involved, and the rest of your job just boils down to keeping them that way.
#2 - Bring the Plot To Them
Who says the PCs have to go to the plot? Why can't the plot go to them? Bring things to the plot. Have a family member be involved, and ask for help. Have someone on the other side be worried about the PCs getting involved, and jump the gun by attacking them - which will probably get them involved by the way. If all else fails, kill someone close to the PCs and pull them in as they go for the revenge bid. PCs generally don't like someone messing with their territory after all.
#3 - Surprise!
This is probably the easiest, and sometimes silliest, way to do things. Just spring it on them. If the plot involves trouble in some town, then just have it erupt around the PCs when they're in that town. Get them there some other way, and then boom. Instant coup d'etat going on. Or, frame job, or anything really. This works best for a traveling game like Rogue Trader, where you can hit the PCs with the plot shortly after they make port. That being said, nothing says it can't happen elsewhere, or during an otherwise easy job.
Just remember that your PCs want autonomy, and you shouldn't force things onto them. Hook them and draw them in, sure, but if they just ignore it then let them ignore it. That doesn't mean it necessarily goes away, the consequences can still happen, but don't force them into a plot that they don't want to do. If you don't think they noticed, ask. Ask out of game why they didn't follow up on X, Y, or Z lead and see what they say. Maybe it isn't what they are looking for, in which case you then ask what they are looking for.
Aside from that, have fun, read books, and watch TV. They'll give you ideas.