You are about to check-out Dialog not appearing in SharePoint 2013

I have a document library in a SharePoint cloud site. When try to check-out a file, I should get "you are about to check-out" dialog.

But I am not getting and no file is saved in the local drafts folder.

I did the following things.

1. Updated the server drafts folder location in Microsoft excel options and chose the right option
2. Verified the Open Document Class in IE add-ons and it is enabled.

But still the same issue.

Please guide me regarding this.

Regards,

Chaitanya.