Either there is no compatibility (she does not find you attractive) between the two of you or you're not being interesting or funny enough. I don't think it's a skill that you need to develop for women alone.
Being entertaining is the ability to distill what's meaningful in your current environment or in the context of a conversation. No one will be interested by an enumeration of facts, but everyone loves a good story.
This is where having a large body of varied life experiences will help you. Anyway, if you know that you make a lot of people laugh and you're used to having interesting conversations but you can't seem to make it work with that particular girl, you can assume that she's just not into you.
For your own sake and hers, move on to the next girl.