The Locations Map module shows only what is already stored in a DB. If nothing shows then this means that there is nothing in a DB, i.e. locations aren't set for any type of content.
A content entry must somehow get its location defined. In UNA 11 out of the box this is being done using the Location field which relies on Google places API.
If you for some reason can't use Google services then there is an alternative: Location Picker module which provides an interactive map in place of a Google driven location field on all content add/edit forms.