All the of the above is good advice. If you do not have an antenna attached, you may not hear anything still. Take the covers off the radio and hook it up. On the antenna connector on the inside, put your finger on a screwdriver blade and touch the antenna input, not the ground. You should hear signals from strong stations with your body acting as the antenna (yes, you can do this at home even as an untrained non professional). If you do hear stuff, the radio is working. If you don't next step is to find the volume control. Using the same technique, put the screwdriver on the middle lug of the volume control. You should hear hum in the radio speaker variable with the volume control. If there is not, the audio section of the radio is bad, probably the output transistor. That is the most probable failure of a solid state car radio.
With tube type radios, don't do any of this because you could get knocked on your can.
One other tip, the volume control is usually concentric with the tone control. The volume control is the rear gang of the two controls.
Craig