Yes, if you do not receive any stations then most likely the antenna is disconnected, loose or damaged. As chaztrewhitt suggested, remove the four screws to allow you to pull the unit from the wall and gain access to the rear and you can check the antenna connection.
If the antenna is secured to the radio, you may need to do some further diagnostics on the antenna. Some applications may have a FM signal booster. If your coach does, you will need to verify this is connected properly and is functional. Your RV dealer should be able to assist in determining what components are installed on your coach.
If you have any questions or need further assistance, please call our Technical Services dept at 877-845-8750 M-F 8:00AM to 6:00PM EDT and they will be happy to answer any specific questions you may have.
ASA Electronics - Producer of JENSEN RV TV's, stereos & speakers; Voyager Observation Systems & Advent appliances.