If you get sound from AM/FM but not CD then you probably have a faulty HU. If you dont have AM?FM, then its not really installed.
Pull the headunit, and examine the harness. There should be an adapter that at some point in time plugged the speaker outs into the factory harness. If you see none, then the installer cut the harness off and wired the new HU incorrectly.
Also, Im moving this to audio.
<span style='color:gray'><span style='font-family:Courier'>1995 e36 3 Series RIP
1999 e46 3 Series BURN IN HELL
2000 MR-S Roadster= Current</span></span>