Asuming the rest of your radiators are heating correctly and this one has been working in the past then it sounds like there is very little flow of water going through the radiator possibly due to a blockage in the pipework or a faulty (or turned off) radiator valve. The most common fault causing this problem is a thermostatic radiator valve sticking in the closed position due to a bit of dirt on the spindle even though the top turns on and off, on most Trv's the head can be unscrewed from the bottom using the big knurled nut (no water will come out) it just removes the thermostatic head. Under this there is usually a short pin sticking out of the valve, this should spring up (ON) and you should be able to push it down (OFF) if it is stuck down you can try to free it by carefully tapping the spindle into the valve to unstick it but don't bend it.
If it isn't the radiator valve then it all gets a lot more involved and depends what type of system you have, pipe size, copper or plastic, ect ect.
pete