The first question is same as Watson1987 -- do you even have it? It is a factory option but not default. If you have it, it would be installed on the mast, presumably.
Then, if you do have it, why is it not working? That is complex but I think typically it is set up from the factory to work through the Garmin chart plotter and NOT through the stereo as such. You put the stereo on Aux and then tune the XM on the chart plotter. That is certainly confusing, and sadly means power hungry chartplotter must stay on to listen to it.
Another issue -- assuming that the above has worked in the past -- is whether the unit itself is functioning OK. One time our XM went out and was only solved after I located the onboard control box for the XM53 antenna and rebooted it (i.e. reboot the antenna!) That was in the aft cabin fuse box (on C30, YMMV).
If you don't have it but want it for music/sports (as opposed to weather on the chart plotter), then a portable version -- or streaming through the phone app to BT -- may be simpler