An AC Unit has 2 major components.
1. Fan
2. Compressor
The compressor motor kicks on and off to cool coils and grid that air blows through... The coils remove heat from the air.... You can hear this kicking on and off, so I think your fan isn't working.
Most AC units can run without the compressor in a fan only mode. If you turn this on, do you get any air? If not, this is the problem. Best thing to do is try unplugging it and plugging it back in again after turning it on. This will reset any electronics in it if it has a controller of some sort regulating stuff... Aside from that, you should consider listening to hear if the fan is trying to move and can't. If this is the case, your motor could either be in a bind or burned out.
One more thing to check is fuses. Most of these things have a control panel where the knobs or buttons reside. There may be fuses behind this panel or near where it plugs in. Some units put in extra fuse circuits for safety since the compressor could theoretically freeze up as a solid block of ice....then you could have water leaking around the unit...