Assuming you are using the empeg free-standing, you either need to plug the audio outputs (phono) into your hifi (probably phono inputs) or your input socket on the PC (probably 3.5 jack inputs?). The unit itself does not have a speaker, or an amplifier, and cannot play back without an amp.

When plugged in, if you can hear music, then you have probably not got a visual selected yet if you cannot see anything on screen. Either press the menu select button on the front panel (bottom button) and step through to "Next/Previous Visual" or the DPNS (?)key on the remote to step to the next one.

If this doesn't give you any visuals, then your unit's busted {8^(