Is it the map that you can’t see the details in, or the render when you apply that map to a model?
Very often, a displacement map seems to have minimal detail when viewed with the naked eye. That’s because these maps have 16 bits of color depth – far more than the eye can see. Your map will use just the amount of that depth that is necessary to reproduce the displacements, and very often you will not be able to make much out when you view the map. But it should render just fine.
A quick test is to simply select the displacement map in the Alpha palette, clear the canvas, then press Alpha>Crop and Fill. You should see all your details on the resulting canvas.
If your rendering engine supports 32-bit maps you should consider using those instead. They can only be created using Multi Displacement 3 (in the Zplugin palette). You won’t view the map in ZBrush, as it’s exported directly to disk. You also shouldn’t open it in Photoshop because the format isn’t supported. But when you load it into your rendering engine you should get great results with less effort than is required for a 16-bit map. (No need to worry about the Alpha Displacement Factor when working with a 32-bit map.)