Here are the common troubleshooting steps you can go through:
When you turn it on does the LED light up or blink?
Did you try to add a new battery to the TENS unit?
Can you try the TENS unit by itself to be sure it is working?
You can do this by plugging the TENS cable and putting the jumper back into the cable.
This will allow you to use the TENS unit by itself.
Note that TENS unit settings are as followed:
The frequency should be set between 70-120 Hz.
The pulse width should be around 150µS for best results.