Working with multicore parallel programming in openMP?

Hello, I'm starting to look into some high performance coding. I've been informed about using OpenMP and was doing a test code with it. I did a loop in hopes to get each core to split up and do part of the loop(s) at once. Instead it seemed like it started the loop, then once it stopped on the number, it switched over to the next core and continued... I was wondering if it were possible to have/assign each core to do something at the same time as the other cores are also working. To give multitasking more of a literal term?