Are there speakers in the factory location (dashboard sides, right below the side air vents)? You can shine a flashlight in the openings of the grilles and see if you see a speaker there. You can also remove the two screws on the sides of the grilles (need to open the doors to access them) and pull off the grille to verify.
If there are speakers there, you should first check that there are two wires connected to each speaker. If they are connected well, you can inspect the wires to ensure they are not cut or grounding to metal. After that, the only thing you can do is verify with a digital multi-meter that there is resistance on the speaker wires coming from your radio. The speakers could be blown, or there could be a short in the wiring. Best Buy and other local car audio shops can easily troubleshoot these problems if you do not feel comfortable or have the correct tools.