Because you said "Tiger_data schema does not have any tables"...
After you install the extension there is still a lot of work to be done.
1. Update the loader platform for your setup
This command will show you the defaults:
SELECT * from tiger.loader_platform;
I recommend you create a new record with a unique OS value so you can
retain the defaults.
Please note that you will need to expand the size of your row height because carriage returns are stored... see the difference here:
You may want to update the "Max characters per column" to something higher (mine is at 999999 right now). It can be found in pgAdmin > File> Options... Query Tool.
Otherwise you will see a continuation symbol:
2. run the loader script which create script files for the data that you want to load.
SELECT loader_generate_script(ARRAY['MA','RI'], 'windows') AS result;
3. execute the scripts that actually load the data.
4. run install missing indexes which will help with the performance of the geocoder.
These links will help too:
Installing TIGER geocoder
It took me several days (might have been a couple weeks) to load every US State. The more states you load, the slower the geocoding and the more space it takes up.