If it just connected to the cold feed it will be an electric shower - could be any number of reasons for it not working - faulty pressure switch - heating element blown.
If your are not sure how to inspect it - get an electrician in to look over it for you.
Those leky showers are grim mate, get rid, they dont last and the power is shody, rip it out and get a power shower and wake up in the morning with a bang, dont spend bad money on a crap shower, invest......