If you have a powered antenna, then the blue wire must be connected for the AM/FM Tuner to work. If the blue wire is connected properly and the Tuner is still not working, try another station as the one you are listening to may be out of range.
If no other stations come in clearly, then test if the problem is with the receiver or the antenna. To do so, use a piece of speaker wire a few feet long and touch the metal part of the wire to the back hole of the antenna slot. If the receiver gets better reception using the wire for the antenna, the problem is with triggering the vehicle power antenna or a problem with the antenna itself.