Simple-Coil-less-AM-receiver- how to make for 650kHz (BBC from Poland)
Any number of things could be wrong, but there are some very basic things to check on, if you feel the circuit is assembled correctly.

1- are you sure the battery you're using isn't dead? Often times batteries can show a fair voltage when checked open-circuit with a DVM, but then when put under load they have almost no voltage. If you have a new battery, this shouldn't be a concern.

2- any time you have a radio circuit, you have to make sure you have an adequate antenna. For low frequency AM you shouldn't need much, a meter or two of wire should do it, but not necessarily if you are in a basement or inside a metal sided building.

3- with a circuit like that, you probably aren't going to be able to drive a regular speaker low-impedance. Headphones are more likely to work.