First off, as the others said, don't operate the radio with it plugged in to the wall outlet. Modern day power adapters generally put out a LOT of noise.
Secondly, make sure you're tuning in the right ranges of frequencies. At night, you should be able to hear Cuba, at least, in the 6 Mhz SW band (5800 khz - 6200 khz).
Try tuning into WWV and see if it comes in. 5000 khz, 10000 khz, or 15000 khz. If you're not hearing WWV, you may not hear much of anything because if WWV isn't making it, it means propagation is abysmal.
Also, you didn't mention if the radio is operating normally on the AM band (MW band). If it's operating on MW, that at least would show that the radio works OK.