It's hard to tell, what exactly went wrong with your experiment. Initially CD68 was cloned in U937 cells, so you should be able to detect expression.
Please see the attached paper:
Article Molecular cloning of CD68, a human macrophage marker related...
There's also a recent publication, where they specifically addressed CD68 expression in monocytic/ myeloid cell (primary/ cell lines), which included U937.
Article Comparative genotypic and phenotypic analysis of human perip...
I would speculate that it is either your antibody, which is not suitable for IHC. For a nice comparison of CD68 expression using different commonly available antibodies in non-myeloid cells, please see:
Article Expression of CD68 in Non-Myeloid Cell Types
For a straightforward phenotypic characterization using flow cytometry, please check:
Article Monocyte Differentiation towards Protumor Activity Does Not ...
I would definitely include positive control, like stimulated (and differentiated) U937 cells that were activated with PMA, PMA+ionomycin or cytokines like IFNg/TNFa/ IL-1b that drive CD68 upregulation.
For a nice general outline for culturing and testing U937 cells, please check:
Article THP-1 and U937 cells
I hope that helps. Good luck with your experiment!