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I don't know precisely what machine you have, but if it was just unpacked, be sure that it does not have a 'shipping bolt' or lock that is keeping the wheel from turning. Follow unpacking instructions very carefully, to make sure the wheel is not locked, in short.
If the wheel is not locked, but still is too, well, for lack of better words: too 'locked up' to turn, then pack up the machine again, and return it as defective, before the return/exchange period runs out. Also inform the seller or vendor or store, that it arrived defective - and inform them whether the outer package appeared to have suffered at all, which will be the indicator as to whether it was damaged in transit, or defective before shipped.
Hopefully you will get in exchange, a equivalent machine that actually works.
(The above is, of course, if you bought it as a New product. If bought as Used, there may be no return-exchange conditions and no warranty either. Let me know if you need further advice - and also mention the maker and model #, so that I might perhaps offer more detailed advice about the locked wheel.)