Entity Framework Seed not working

I have this on my web.config.

<add name="AppDataContext" connectionString="Data Source=(LocalDb)\v11.0;AttachDbFilename=|DataDirectory|\AppDatabase.mdf;Initial Catalog=AppDatabase;Integrated Security=True" providerName="System.Data.SqlClient" />

Global.asax APplication Start

 Database.SetInitializer<AppDataContext>(new AppDataContextInitializer());

AppDataContextInitializer.cs

public class AppDataContextInitializer : System.Data.Entity.CreateDatabaseIfNotExists<AppDataContext>
    {
        protected override void Seed(AppDataContext context)
        {
            #region Seed Modules
            context.ModuleList.Add(new Module() { Id = 1, ModuleName = "Contabilidad", FontAwesomeClass = "ambulance" });
            context.ModuleList.Add(new Module() { Id = 2, ModuleName = "Recursos Humanos", FontAwesomeClass = "heartbeat" });
            context.ModuleList.Add(new Module() { Id = 3, ModuleName = "Inventario", FontAwesomeClass = "medkit" }); 
            #endregion


            base.Seed(context);
        }
    }

AppDataContext.cs

public class AppDataContext : DbContext
    {

        public AppDataContext(): base("AppDataContext")
        {
        }

        public DbSet<Module> ModuleList { get; set; }

        protected override void OnModelCreating(DbModelBuilder modelBuilder)
        {
            modelBuilder.Conventions.Remove<PluralizingTableNameConvention>();
        }
    }

and the module.cs

 public class Module
    {
        [Key]
        public int Id { get; set; }
        public string ModuleName { get; set; }
        public string FontAwesomeClass { get; set; }
    }

However my database is not created, what am I missing?

Update 1, I added this on the global.asax

 AppInitializacionHandler.Initialize();

I created this class:

public class AppInitializacionHandler
    {
        public static void Initialize()
        {
            Database.SetInitializer(new AppDataContextInitializer()); //if u want to use your initializer
            using (var db = new AppDataContext())
            {
                db.Database.Initialize(true);
            }
        }
    }

and the initializer seed is as before

Database is created but no ROWS are added.

The Initializer is never called if you don't access to the DB. If you want to create the DB when the application start call the Initialize method in your Global.asax:

context.Database.Initialize(true)();

Update 1:

The problem is you are setting the Initializer in a different Database instance, try this:

using (var db = new AppDataContext())
{
   db.Database.SetInitializer(new AppDataContextInitializer());
   db.Database.Initialize(true);
}

Or set the Initializer on the DbContext constructor:

 public AppDataContext()
 {
    Database.SetInitializer(new AppDataContextInitializer());
 }