Check the yellow connector cable we provide is plugged in to back of radio

That yellow connector is a box shape with a groove on bottom and a slant cut on one side corner of the plug

the other end is a 3.5mm (male AUX jack) this needs to be connected to the Center console (routed through from center) Factory aux port on your vehicle. 

after plugged in, choose the AUX output through either the steering wheel controls or the Factory UI (Console "guy sitting down") choose AUX output as the source.